PORTFOLIO TURNPIKE THEOREMS, RISK-AVERSION, AND REGULARLY VARYING UTILITY-FUNCTIONS

被引：30

作者：

HUBERMAN, G

ROSS, S

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

[2] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.2307/1912278

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1345 / 1361

页数：17

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[5]

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[6]

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[7]

Karamata MJ., 1933, B SOC MATH FR, V61, P55, DOI [10.24033/bsmf.1196, DOI 10.24033/BSMF.1196]

[8]

Leland H., 1972, MATH METHODS INVESTM

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