scientific article; zbMATH DE number 3422145
From MaRDI portal
Publication:5684439
zbMath0267.90017MaRDI QIDQ5684439
Publication date: 1972
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Long-Term Optimal Investment in Matrix Valued Factor Models ⋮ Turnpike theorems for Markov games ⋮ Consumption and portfolio turnpike theorems in a continuous-time finance model ⋮ Portfolios and risk premia for the long run ⋮ Abstract, classic, and explicit turnpikes ⋮ A continuous-time portfolio turnpike theorem ⋮ A preference foundation for log mean-variance criteria in portfolio choice problems ⋮ Mutual fund separation in financial theory - the separating distributions ⋮ A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function ⋮ Hedge and mutual funds' fees and the separation of private investments