Consumption and portfolio turnpike theorems in a continuous-time finance model
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Cites work
- scientific article; zbMATH DE number 3837095 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3422145 (Why is no real title available?)
- A continuous-time portfolio turnpike theorem
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
- Regularly varying functions
Cited in
(11)- Consumption processes and positively homogeneous projection properties
- Abstract, classic, and explicit turnpikes
- A continuous-time portfolio turnpike theorem
- Turnpike property and convergence rate for an investment model with general utility functions
- Portfolios and risk premia for the long run
- Turnpike property and convergence rate for an investment and consumption model
- Consumption in incomplete markets
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors
- Some notes about the continuous-in-time financial model
- Long-term optimal investment in matrix valued factor models
- Robust portfolios and weak incentives in long-run investments
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