Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin
| Year of publication: |
2020
|
|---|---|
| Authors: | Babaei, Esmaeil ; Evstigneev, Igor V. ; Schenk-Hoppé, Klaus Reiner ; Zhitlukhin, Mikhail |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 2, p. 283-305
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| Subject: | Capital growth theory | Transaction costs | Benchmark strategies | Numeraire portfolios | Random dynamical systems | Convex multivalued operators | Von Neumann-Gale model | Rapid paths | Transaktionskosten | Portfolio-Management | Portfolio selection | Optimales Wachstum | Optimal growth | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-019-00256-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240281