Consumption and portfolio turnpike theorems in a continuous-time finance model
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Publication:1128949
DOI10.1016/S0165-1889(97)00091-2zbMATH Open0899.90030OpenAlexW1983038503MaRDI QIDQ1128949FDOQ1128949
Authors: Xing Jin 
Publication date: 13 August 1998
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00091-2
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Cites Work
- Regularly varying functions
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Title not available (Why is that?)
- A continuous-time portfolio turnpike theorem
- Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (11)
- A continuous-time portfolio turnpike theorem
- Long-term optimal investment in matrix valued factor models
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors
- Turnpike property and convergence rate for an investment model with general utility functions
- Robust portfolios and weak incentives in long-run investments
- Turnpike property and convergence rate for an investment and consumption model
- Consumption processes and positively homogeneous projection properties
- Abstract, classic, and explicit turnpikes
- Some notes about the continuous-in-time financial model
- Consumption in incomplete markets
- Portfolios and risk premia for the long run
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