Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355)
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scientific article; zbMATH DE number 7633434
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| English | Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model |
scientific article; zbMATH DE number 7633434 |
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Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (English)
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16 December 2022
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investment and consumption
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constant elasticity of variance model
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hyperbolic absolute risk aversion utility
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Legendre transform-dual theory
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stochastic optimal control theory
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