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  • Search: subject:"Von Neumann–Gale model"
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Year of publication
Subject
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von Neumann-Gale model 3 Optimal growth 2 Optimales Wachstum 2 Stochastic process 2 Stochastischer Prozess 2 Transaction costs 2 Transaktionskosten 2 capital growth theory 2 convex multivalued operators 2 numeraire portfolios 2 random dynamical systems 2 rapid paths 2 transaction costs 2 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 benchmark strategies 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
All
Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
All
English 2 Undetermined 1
Author
All
Evstigneev, Igor V. 2 BAHSOUN, Wael 1 Babaei, E. 1 Bahsoun, Wael 1 EVSTIGNEEV, Igor V. 1 Schenk-Hoppé, Klaus Reiner 1 TAKSAR, Michael I. 1 Taksar, Michael I. 1 Zhitlukhin, M. V. 1
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Published in...
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Economics discussion paper series : EDP 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1 Swiss Finance Institute Research Paper Series 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2018
Persistent link: https://www.econbiz.de/10011938726
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Capital growth under transaction costs : an analysis based on the von Neumann-Gale model
Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. - 2008
In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of …
Persistent link: https://www.econbiz.de/10003961438
Saved in:
Cover Image
Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
BAHSOUN, Wael; EVSTIGNEEV, Igor V.; TAKSAR, Michael I.
In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of …
Persistent link: https://www.econbiz.de/10005222549
Saved in:
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