A continuous-time portfolio turnpike theorem
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 16 (1992)
Issue (Month): 3-4 ()
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- Sergey Nadtochiy & Michael Tehranchi, 2013. "Optimal investment for all time horizons and Martin boundary of space-time diffusions," Papers 1308.2254, arXiv.org, revised Jan 2014.
- Vassili Kolokoltsov & Wei Yang, 2012. "Turnpike Theorems for Markov Games," Dynamic Games and Applications, Springer, vol. 2(3), pages 294-312, September.
- Baojun Bian & Harry Zheng, 2012. "Smooth Value Function with Applications in Wealth-CVaR Efficient Portfolio and Turnpike Property," Papers 1212.3137, arXiv.org.
- Vladimir Cherny & Jan Obloj, 2013. "Optimal portfolios of a long-term investor with floor or drawdown constraints," Papers 1305.6831, arXiv.org.
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