Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6679047
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform |
scientific article; zbMATH DE number 6679047 |
Statements
Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (English)
0 references
31 January 2017
0 references
consumption-investment problem
0 references
Vasicek model
0 references
HARA utility
0 references
dynamic programming principle
0 references
Legendre transform
0 references
closed-form solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8726878762245178
0 references
0.8671214580535889
0 references
0.8459368944168091
0 references
0.8347079157829285
0 references
