Optimal Portfolio and Consumption Rule with a CIR Model Under HARA Utility
Crossref DOI link: https://doi.org/10.1007/s40305-017-0189-8
Published Online: 2018-01-16
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Chun-Feng
Chang, Hao
Fang, Zhen-Ming
Text and Data Mining valid from 2018-01-16
Article History
Received: 14 May 2017
Revised: 18 November 2017
Accepted: 16 December 2017
First Online: 16 January 2018