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