Pages that link to "Item:Q1718893"
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The following pages link to Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893):
Displaying 5 items.
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
- Inter‐temporal mutual‐fund management (Q6054428) (← links)
