Constantinos Kardaras

Carnegie Mellon University

Pittsburgh, PA 15213-3890

United States

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Scholarly Papers (1)

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Abstract, Classic, and Explicit Turnpikes

Boston U. School of Management Research Paper No. 2011-5
Number of pages: 34 Posted: 18 Mar 2011 Last Revised: 09 Feb 2012
Paolo Guasoni, Paolo Guasoni, Scott Robertson, Hao Xing and Constantinos Kardaras
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, Questrom School of Business, Boston University, Boston University - Questrom School of Business and Carnegie Mellon University
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Abstract:

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Portfolio Choice, Incomplete Markets, Long-Run, Utility Functions, Turnpikes