Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Detalhes bibliográficos
Publicado no:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor principal: Gerber, Anke
Formato: Artigo
Idioma:English
Assuntos:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.