A direct method of optimal portfolio and consumption choice in a security market (Q2917843)
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scientific article; zbMATH DE number 6091588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A direct method of optimal portfolio and consumption choice in a security market |
scientific article; zbMATH DE number 6091588 |
Statements
5 October 2012
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optimal portfolio
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Itô rule
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constant relative risk aversion function
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A direct method of optimal portfolio and consumption choice in a security market (English)
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0.9051666259765624
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0.8554290533065796
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0.8400056958198547
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0.818622887134552
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