Explicit description of HARA forward utilities and their optimal portfolios (Q2967981)
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scientific article; zbMATH DE number 6693309
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Explicit description of HARA forward utilities and their optimal portfolios |
scientific article; zbMATH DE number 6693309 |
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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0.7491453886032104
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0.7459415197372437
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0.7427878379821777
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0.7305803298950195
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0.7214853763580322
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