Dynamic general equilibrium and T-period fund separation.

Dynamic general equilibrium and T-period fund separation.

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Prif Awdur: Gerber, Anke
Fformat: Erthygl
Iaith:English
Pynciau:
Equilibrium.
Mutual funds.
Asset allocation.
Utility functions.
Risk aversion.