Pages that link to "Item:Q2977927"
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The following pages link to Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927):
Displaying 4 items.
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
