The following pages link to (Q5684439):
Displaying 10 items.
- Turnpike theorems for Markov games (Q369470) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- A preference foundation for log mean-variance criteria in portfolio choice problems (Q690178) (← links)
- Consumption and portfolio turnpike theorems in a continuous-time finance model (Q1128949) (← links)
- A continuous-time portfolio turnpike theorem (Q1200315) (← links)
- Mutual fund separation in financial theory - the separating distributions (Q1247251) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
- A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function (Q2800371) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
