Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Podrobná bibliografie
Vydáno v:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hlavní autor: Gerber, Anke
Médium: Článek
Jazyk:English
Témata:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.