Complexity / 2020 / Article / Tab 1

Research Article

Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility

Table 1

Values for the parameters , and .

Parameter

Value1.60480.04640.3796−76.70%1.551%0.06211

Article of the Year Award: Outstanding research contributions of 2020, as selected by our Chief Editors. Read the winning articles.