Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit Description of HARA Forward Utilities and Their Optimal Portfolios |
scientific article |
Statements
Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (English)
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9 March 2017
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forward utility
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parametrization
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Hellinger process
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minimal martingale Hellinger density
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multidimensional semimartingales
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