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Abstract, classic, and explicit turnpikes
Guasoni, Paolo, (2014)
On risk aversion with many commodities and non-linear budget constraints
Chau, Nancy H., (1998)
Turnpike properties of a money-in-the-utility-function model
Kondo, Atsumasa, (2007)
Temporal Aggregation and Risk-Return Relation
Jin, Xing, (2016)
Tail Risk and Robust Portfolio Decisions
Jin, Xing, (2020)
Tail risk and robust portfolio decisions
Jin, Xing, (2021)