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 |
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