Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:51, 5 March 2024
scientific article; zbMATH DE number 6547291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate |
scientific article; zbMATH DE number 6547291 |
Statements
Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (English)
0 references
29 February 2016
0 references
optimal consumption
0 references
financial portfolio
0 references
log utility function
0 references
Cox-Ingersoll-Ross model
0 references
upper and lower solution method
0 references
