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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 1, Pages 69–113
DOI: https://doi.org/10.4213/tvp5044 (Mi tvp5044) 		 
This article is cited in 9 scientific papers (total in 9 papers)

Explicit description of HARA forward utilities and their optimal portfolios

T. Choullia, J. Ma

a University of Alberta
Full-text PDF (457 kB) Citations (9)
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DOI: https://doi.org/10.4213/tvp5044
Funding agency Grant number
Natural Sciences and Engineering Research Council of Canada (NSERC) G121210818
Received: 25.02.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 1, Pages 57–93
DOI: https://doi.org/10.1137/S0040585X97T988009
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: T. Choulli, J. Ma, “Explicit description of HARA forward utilities and their optimal portfolios”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 69–113; Theory Probab. Appl., 61:1 (2017), 57–93
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp5044
  • https://www.mathnet.ru/eng/tvp/v61/i1/p69
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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