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Adaptive control of three continuous-time portfolio and consumption models

✍ Scribed by T. E. Duncan; B. Pasik-Duncan

Publisher
Springer
Year
1989
Tongue
English
Weight
583 KB
Volume
61
Category
Article
ISSN
0022-3239

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πŸ“œ SIMILAR VOLUMES

Consumption and portfolio turnpike theor
Consumption and portfolio turnpike theorems in a continuous-time finance model
✍ Xing Jin πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 182 KB

This paper investigates consumption and portfolio turnpike theorems in a continuous-time model. When the inverse functions of the derivative of utility functions for consumption and investment belong to a special subclass of regularly varying functions, it is shown that optimum portfolio, ΓΏnal wealt