Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Von Neumann-Gale dynamics and capital growth in financial markets with frictions |
scientific article |
Statements
Von Neumann-Gale dynamics and capital growth in financial markets with frictions (English)
0 references
29 April 2020
0 references
capital growth theory
0 references
transaction costs
0 references
benchmark strategies
0 references
numeraire portfolios
0 references
random dynamical systems
0 references
convex multivalued operators
0 references
von Neumann-Gale model
0 references
rapid paths
0 references
0 references
0 references
0 references
0 references
