HARA frontiers of optimal portfolios in stochastic markets (Q1926829)

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HARA frontiers of optimal portfolios in stochastic markets
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    title
    HARA frontiers of optimal portfolios in stochastic markets (English)
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    author
    Ethem Çanakoğlu
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    Süleyman Özekici
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    publication date
    29 December 2012
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    Mathematics Subject Classification ID
    91G10
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    91G80
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    93E20
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    zbMATH DE Number
    6119430
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    zbMATH Keywords
    Markov processes
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    dynamic programming
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    portfolio optimization
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    optimal control
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    HARA utility functions
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    HARA frontiers
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    OpenAlex ID
    W2034451266
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    cites work
    Q4368791
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    Q3509355
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    Q5297394
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