Optimal portfolio with power utility of absolute and relative wealth (Q2244540)
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scientific article; zbMATH DE number 7425330
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal portfolio with power utility of absolute and relative wealth |
scientific article; zbMATH DE number 7425330 |
Statements
Optimal portfolio with power utility of absolute and relative wealth (English)
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12 November 2021
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Merton's problem
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stochastic optimization
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portfolio theory
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wealth process
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0.8113821744918823
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0.8113660216331482
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0.7899592518806458
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0.7872647643089294
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