Abstract and Applied Analysis / 2014 / Article / Fig 6

Research Article

Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model with Diffusion

Figure 6

The comparisons between the precommitted strategy and the time-consistent strategy.
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(a) The comparison of optimal strategies
358623.fig.006b
(b) The comparison of the value functions
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(c) The comparison of different efficient frontiers