Portfolio Turnpike Theorems for Constant Policies
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guasoni, Paolo & Muhle-Karbe, Johannes & Xing, Hao, 2017. "Robust portfolios and weak incentives in long-run investments," LSE Research Online Documents on Economics 60577, London School of Economics and Political Science, LSE Library.
- Paolo Guasoni & Johannes Muhle-Karbe & Hao Xing, 2013. "Robust Portfolios and Weak Incentives in Long-Run Investments," Papers 1306.2751, arXiv.org, revised Aug 2014.
- Paolo Guasoni & Constantinos Kardaras & Scott Robertson & Hao Xing, 2014. "Abstract, classic, and explicit turnpikes," Finance and Stochastics, Springer, vol. 18(1), pages 75-114, January.
- Hagelin, Niclas & Pramborg, Bengt, 2004. "Dynamic investment strategies with and without emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(2), pages 193-215, June.
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- Stanley Fischer, 1982. "Investing for the Short and the Long Term," NBER Working Papers 0922, National Bureau of Economic Research, Inc.
- Hammarlid, Ola, 2005. "When to accept a sequence of gambles," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 974-982, December.
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- Stanley Fischer, 1983. "Investing for the Short and the Long Term," NBER Chapters,in: Financial Aspects of the United States Pension System, pages 153-176 National Bureau of Economic Research, Inc.
- Grauer, Robert R. & Hakansson, Nils H., 1995. "Stein and CAPM estimators of the means in asset allocation," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 35-66.
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