Optimal investment and consumption with default risk: HARA utility (Q370878)
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scientific article; zbMATH DE number 6209846
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment and consumption with default risk: HARA utility |
scientific article; zbMATH DE number 6209846 |
Statements
Optimal investment and consumption with default risk: HARA utility (English)
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20 September 2013
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optimal control
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portfolio optimization
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perpetual bond
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defaultable market
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HJB equation
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0.8861566781997681
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0.8771942853927612
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0.8587764501571655
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0.8251514434814453
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0.8239989876747131
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