Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

書誌詳細
出版年:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
第一著者: Gerber, Anke
フォーマット: 論文
言語:English
主題:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.