"CRRA utility maximization under dynamic risk constraints" by Santiago Moreno-Bromberg, Traian A Pirvu et al.

Article Title

CRRA utility maximization under dynamic risk constraints

Authors

Santiago Moreno-Bromberg, Universität Zürich, Zürich, Switzerland
Traian A Pirvu, McMaster University, Hamilton, Canada
Anthony Reveillac, Universit ´ e Paris Dauphine, Paris, FranceFollow

DOI

10.31390/cosa.7.2.03

Recommended Citation

Moreno-Bromberg, Santiago; Pirvu, Traian A; and Reveillac, Anthony (2013) "CRRA utility maximization under dynamic risk constraints," Communications on Stochastic Analysis: Vol. 7: No. 2, Article 3.
DOI: 10.31390/cosa.7.2.03
Available at: https://repository.lsu.edu/cosa/vol7/iss2/3

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