Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824): Difference between revisions
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Revision as of 00:33, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection problem with multiple risky assets under the constant elasticity of variance model |
scientific article |
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Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (English)
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18 April 2012
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portfolio selection
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CEV model
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HJB equation
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utility maximization
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stochastic optimal control
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