Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
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Publication:3670867
DOI10.2307/1912278zbMath0521.90014OpenAlexW2075200319MaRDI QIDQ3670867
No author found.
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912278
risk aversionportfolio selection problemoptimal investment policyArrow-Pratt coefficientportfolio turnpike theorems
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