Portfolio Selection with Liability and Affine Interest Rate in the HARA Utility Framework

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</svg> and <svg height="12.175" id="M357" style="vertical-align:-3.13504pt" version="1.1" viewbox="0 0 16.0625 12.175" width="16.0625" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg> on the optimal strategy.</table>

Abstract and Applied Analysis

fig1

Figure 1

Figure 1: Portfolio Selection with Liability and Affine Interest Rate in the HARA Utility Framework 