Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923): Difference between revisions

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Latest revision as of 07:55, 16 July 2024

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Optimal portfolio and consumption rule with a CIR model under HARA utility
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    Optimal portfolio and consumption rule with a CIR model under HARA utility (English)
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    10 August 2018
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    CIR model
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    optimal portfolios and consumption rules
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    HARA utility
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    Legendre transform-dual theory
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    stochastic optimal control
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    economic implication
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