A continuous-time portfolio turnpike theorem (Q1200315)
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scientific article; zbMATH DE number 95059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous-time portfolio turnpike theorem |
scientific article; zbMATH DE number 95059 |
Statements
A continuous-time portfolio turnpike theorem (English)
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16 January 1993
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continuous-time portfolio turnpike theorem
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martingales
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optimal investment strategy
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