Consumption and portfolio turnpike theorems in a continuous-time finance model

Journal of Economic Dynamics and Control

Volumn 22, Issue 7, 1998, Pages 1001-1026

  Jin, Xing ^a  

^a INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Change of probability; D11; Portfolio and consumption processes; Regularly varying function; Turnpike property; Utility function

Indexed keywords

EID: 0039403113     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00091-2     Document Type: Article

References (9)

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