Turnpike property and convergence rate for an investment and consumption model
Baojun Bian, Harry Zheng
| Year of publication: |
2019
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|---|---|
| Authors: | Bian, Baojun ; Zheng, Harry |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 2, p. 227-251
|
| Subject: | Convergence rate | Dual control method | Optimal investment and consumption | Turnpike property | Theorie | Theory | Portfolio-Management | Portfolio selection | Investition | Investment | Wirtschaftliche Konvergenz | Economic convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-018-0226-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055794