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Abstract, classic, and explicit turnpikes
Guasoni, Paolo, (2014)
On risk aversion with many commodities and non-linear budget constraints
Chau, Nancy H., (1998)
Turnpike properties of a money-in-the-utility-function model
Kondo, Atsumasa, (2007)
The second fundamental theorem of asset pricing
Jarrow, Robert A., (1999)
The existence of equilibrium in a financial market with transaction costs
Jin, Xing, (1999)
Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Jin, Xing, (1997)