Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate |
scientific article; zbMATH DE number 6547291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate |
scientific article; zbMATH DE number 6547291 |
Statements
Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (English)
0 references
29 February 2016
0 references
optimal consumption
0 references
financial portfolio
0 references
log utility function
0 references
Cox-Ingersoll-Ross model
0 references
upper and lower solution method
0 references
0.8510924577713013
0 references
0.8198556900024414
0 references
0.8194320797920227
0 references
0.8027706742286682
0 references
