Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions (Q3670867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions |
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Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions (English)
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1983
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portfolio turnpike theorems
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portfolio selection problem
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optimal investment policy
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Arrow-Pratt coefficient
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risk aversion
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