Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Sonraí bibleagrafaíochta
Foilsithe in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Príomhchruthaitheoir: Gerber, Anke
Formáid: Alt
Teanga:English
Ábhair:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.