Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model-Reference-Cited by-同舟云学术

Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model

Author:

He Yong¹,Xiang Kaili¹,Chen Peimin²,Wu Chunchi³

Affiliation:

1. School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, People's Republic of China

2. School of Hotel Administration, Shanghai Business School, Shanghai, People's Republic of China

3. School of Management, State University of New York, Buffalo, NY, USA

Funder

Science and Technology Research Project of Chongqing Education Commission

Fundamental Research Funds for the Central Universities

Ministry of Education of Humanities and Social Science Project

humanities and social sciences project of Chongqing education commission

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

Reference44 articles.

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