Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305)
From MaRDI portal
scientific article; zbMATH DE number 7632511
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model |
scientific article; zbMATH DE number 7632511 |
Statements
Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (English)
0 references
13 December 2022
0 references
extended CEV model
0 references
dual method
0 references
Legendre transformation
0 references
asymptotic expansion technique
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references