Optimal investment policy for hyperbolic absolute risk averse utility function under the CEV model

LIU Xiaotao, LIU Hailong

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (1) : 1-12.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (1) : 1-12. DOI: 10.12011/1000-6788-2018-0690-12

Optimal investment policy for hyperbolic absolute risk averse utility function under the CEV model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(1): 1-12 https://doi.org/10.12011/1000-6788-2018-0690-12

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