Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies for the HARA utility under the constant elasticity of variance model |
scientific article |
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Optimal investment strategies for the HARA utility under the constant elasticity of variance model (English)
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25 April 2014
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stochastic optimal control
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constant elasticity of variance model
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HARA utility function
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HJB equation
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Legendre transform
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