Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Bibliografiske detaljer
Udgivet i:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hovedforfatter: Gerber, Anke
Format: Article
Sprog:English
Fag:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.