Abstract, classic, and explicit turnpikes (Q471171): Difference between revisions

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+Heterogeneity and option pricing
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+Stochastic Integration with Jumps
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+Risk sensitive asset management with transaction costs
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+Q4792530
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+Utility maximization under increasing risk aversion in one-period models
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+Equivalent and absolutely continuous measure changes for jump-diffusion processes
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+A continuous-time portfolio turnpike theorem
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+Normal rank
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+A general version of the fundamental theorem of asset pricing
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Q4399897
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+Normal rank
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+Two singular diffusion problems
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+Normal rank
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+Risk-Sensitive Control on an Infinite Time Horizon
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+Risk-Sensitive Control and an Optimal Investment Model
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+Risk-sensitive control and an optimal investment model. II.
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+Q5520962
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+Q4086524
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+A complete explicit solution to the log-optimal portfolio problem.
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+Portfolios and risk premia for the long run
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+Normal rank
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+STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS
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+Normal rank
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+Martingales versus PDEs in finance: an equivalence result with examples
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+Turnpike behavior of long-term investments
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+Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
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+Q4778955
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+Normal rank
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+Consumption and portfolio turnpike theorems in a continuous-time finance model
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+Asymptotic arbitrage in large financial markets
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+On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
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+Optimal portfolios for exponential Lévy processes.
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+The numéraire portfolio in semimartingale financial models
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+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
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+The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints
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+On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets
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+Sensitivity analysis of utility-based prices and risk-tolerance wealth processes
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+Asymptotic analysis of utility-based hedging strategies for small number of contingent claims
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+Stability of utility-maximization in incomplete markets
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+Q5684439
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+Normal rank
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+Q4792527
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+Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon.
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+On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
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+Large time behavior of the heat kernel and the behavior of the Green function near criticality for nonsymmetric elliptic operators
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+Large time behavior of the heat kernel.
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+Q4318497
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+A solution approach to valuation with unhedgeable risks
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