Abstract
An optimal investment policy model for the long term growth of expected utility of wealth is considered. The utility function is HARA with exponent
Citation
Wendell H. Fleming. Shuenn-Jyi Sheu. "Optimal long term growth rate of expected utility of wealth." Ann. Appl. Probab. 9 (3) 871 - 903, August 1999. https://doi.org/10.1214/aoap/1029962817
Information