Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process

by Hao Chang, Xi-min Rong
Published 2013-01-01

An Investment and Consumption Problem with CIR Interest Rate and Stochastic Volatility

by Hao Chang, Xi-min Rong
Published 2013-01-01

Legendre Transform-Dual Solution for a Class of Investment and Consumption Problems with HARA Utility

by Hao Chang, Xi-min Rong
Published 2014-01-01

Optimal Investment and Consumption Decisions under the Constant Elasticity of Variance Model

by Hao Chang, Xi-min Rong, Hui Zhao, Chu-bing Zhang
Published 2013-01-01