Abstract, classic, and explicit turnpikes
Year of publication: |
2014
|
---|---|
Authors: | Guasoni, Paolo ; Kardaras, Constantinos ; Robertson, Scott ; Xing, Hao |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 1, p. 75-114
|
Subject: | Portfolio choice | Incomplete markets | Long-run | Utility functions | Turnpikes | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommener Markt | Incomplete market | Nutzenfunktion | Utility function | Turnpike-Theorem | Turnpike theorem |
-
Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing, (1998)
-
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence, (2015)
-
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco, (2002)
- More ...
-
Abstract, Classic, and Explicit Turnpikes
Guasoni, Paolo, (2012)
-
Abstract, classic, and explicit turnpikes
Guasoni, Paolo, (2014)
-
Abstract, Classic, and Explicit Turnpikes
Guasoni, Paolo, (2011)
- More ...