Optimal portfolio for the α-hypergeometric stochastic volatility model

Mathematics

• Optimal Portfolio 100%
• Stochastic Volatility Model 91%
• Hamilton-Jacobi-Bellman Equation 82%
• Risk Aversion 51%
• Relative Risk 44%
• Optimal Strategy 38%
• Market 35%
• Classical Solution 33%
• Value Function 33%
• Verify 28%
• Numerical Simulation 26%
• Theorem 13%

Business & Economics

• Hamilton-Jacobi-Bellman Equation 90%
• Stochastic Volatility Model 76%
• Optimal Portfolio 73%
• Constant Relative Risk Aversion 47%
• Investors 40%
• Numerical Simulation 36%
• Value Function 36%
• Optimal Strategy 34%
• Asset Prices 33%

Engineering & Materials Science

• Stochastic models 75%
• Computer simulation 37%