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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 1, Pages 69–113 (Mi tvp5044)

This article is cited in 9 papers

Explicit description of HARA forward utilities and their optimal portfolios

T. Choullia, J. Ma

a University of Alberta

Received: 25.02.2015

DOI: 10.4213/tvp5044


 English version:
Theory of Probability and its Applications, 2017, 61:1, 57–93

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