Consumption and portfolio turnpike theorems in a continuous-time finance model
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Cites work
- A continuous-time portfolio turnpike theorem
- 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?)
- 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
(15)- Consumption processes and positively homogeneous projection properties
- A continuous-time portfolio turnpike theorem
- Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time
- Turnpike property and convergence rate for an investment model with general utility functions
- Some notes about the continuous-in-time financial model
- Consumption in incomplete markets
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors
- Turnpike property and convergence rate for an investment and consumption model
- Portfolios and risk premia for the long run
- Robust portfolios and weak incentives in long-run investments
- Abstract, classic, and explicit turnpikes
- Long-term optimal investment in matrix valued factor models
- Turnpike properties for stochastic pension fund control problems
- Temporal and spatial turnpikes in Ito-diffusion markets under forward performance criteria
- Turnpike property of a linear-quadratic optimal control problem in large horizons with regime switching. II: Nonhomogeneous cases
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