"On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment."

Michael Taksar, Xudong Zeng (2009)

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DOI: 10.1137/080733838

access: closed

type: Journal Article

metadata version: 2020-07-09

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Michael Taksar, Xudong Zeng:
On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment. SIAM J. Control. Optim. 48(5): 2984-3002 (2009)

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