HARA utility maximization in a Markov-switching bond–stock market

M. EscobarDepartment of Statistical and Actuarial Sciences, Western University, 1151Richmond Street, London, Ontario, Canada.

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D. NeykovaChair of Mathematical Finance, Technical University of Munich, Parkring 11, D-85748, Garching-Hochbrück, Germany.Correspondence[email protected]
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R. ZagstChair of Mathematical Finance, Technical University of Munich, Parkring 11, D-85748, Garching-Hochbrück, Germany.View further author information

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HARA utility maximization in a Markov-switching bond–stock market

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