Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform |
scientific article |
Statements
Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (English)
0 references
31 January 2017
0 references
consumption-investment problem
0 references
Vasicek model
0 references
HARA utility
0 references
dynamic programming principle
0 references
Legendre transform
0 references
closed-form solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
