Portfolio selection in stochastic markets with HARA utility functions (Q1037679)
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scientific article; zbMATH DE number 5633681
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| English | Portfolio selection in stochastic markets with HARA utility functions |
scientific article; zbMATH DE number 5633681 |
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Portfolio selection in stochastic markets with HARA utility functions (English)
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16 November 2009
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portfolio optimization
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dynamic programming
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HARA utility functions
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myopic policy
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efficient frontier
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0.9231829643249512
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0.9017124176025392
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0.8187469244003296
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0.815170407295227
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