Optimal investment strategies for the HARA utility under the constant elasticity of variance model
Eun Ju Jung; Jai Heui Kim
| Year of publication: |
2012
|
|---|---|
| Authors: | Jung, Eun Ju ; Kim, Jai Heui |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 667-673
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009683196