Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Bibliografske podrobnosti
izdano v:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Glavni avtor: Gerber, Anke
Format: Article
Jezik:English
Teme:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.