A convergence of optimal investment strategies for the HARA utility functions (Q2799673)
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scientific article; zbMATH DE number 6568476
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| English | A convergence of optimal investment strategies for the HARA utility functions |
scientific article; zbMATH DE number 6568476 |
Statements
13 April 2016
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stochastic optimal solution
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constant elasticity of variance model
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HARA utility function
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extended logarithmic utility function
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0.9245281
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0.8992233
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0.8960672
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0.89540166
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0.89416885
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0.8872335
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0.88723123
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0.8859654
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0.8854593
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A convergence of optimal investment strategies for the HARA utility functions (English)
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