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Q3856414 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Nils H. Hakansson
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    publication date
    1979
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    zbMATH Keywords
    optimal multi-period portfolio policies
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    investment policies
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    expected utility
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    behavior of capital over time
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    geometric mean policy
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    expected logarithm policy
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    determination of planning horizon
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    isoelastic utility functions
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    Identifiers

    zbMATH DE Number
    3657424
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