Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Dettagli Bibliografici
Pubblicato in:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autore principale: Gerber, Anke
Natura: Articolo
Lingua:English
Soggetti:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.