@article{optimalportfoliowithpowerutilityof,
  title = {Optimal Portfolio with Power Utility of Absolute and Relative Wealth},
  author = {Andrey Sarantsev},
  year = {2021},
  eprint = {2105.08139},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2105.08139v2},
}