Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422)
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scientific article; zbMATH DE number 6288466
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| English | Optimal investment strategies for the HARA utility under the constant elasticity of variance model |
scientific article; zbMATH DE number 6288466 |
Statements
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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0.93170255
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0.9245281
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0.9190089
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0.9164127
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0.90834165
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0.9053707
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0.8977815
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0.8950759
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0.89291525
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