【摘要】Thispaperstudiestheoptimalconsumption-investmentstrategywithHeston’sstochasticvolatility(SV)modelunderhyperbolicabsoluteriskaversion(HARA)utilitycriterion.Thefinancialmarketiscomposedofarisk-lessassetandariskyasset,whosepriceprocessissupposedtobedrivenbyHeston’sSVmodel.Theriskypreferenceoftheind
【关键词】
全文来源于知网
Study on the Transmission-Mechanism of Internation Menggen CHEN Decai Y 2017 583 0 ¥:0
收藏
Optimized Three-Stage Strategy of Orderly Manageme Yanling LIAO Xinguan 2017 624 0 ¥:0
收藏
Optimal Consumption and Portfolio Decision with He Chunfeng WANG Hao CH 2017 741 0 ¥:0
收藏
Using Grey Relational Analysis with Entropy to Pre Hang JIANG Jan-Yan L 2017 819 0 ¥:0
收藏
Cointegration and Causality Relationship Between S Ghulam ABBAS Roni BH 2017 14 0 ¥:0
收藏