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

[1] Arrow K., 1971, ESSAYS THEORY RISK B

[2] CHUNG KL, 1968, COURSE PROBABILITY T

[3] DEHAAN L, 1976, J LONDON MATH SOC, V2, P537

[4] DEHAAN L, 1975, REGULAR VARIATION SA

[5] Feller W., 1966, INTRO PROBABILITY TH, V2

[6] Hakansson NH, 1974, J FINANC ECON, V1, P201

[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

[9] OPTIMAL MULTIPERIOD PORTFOLIO POLICIES [J]. JOURNAL OF BUSINESS, 1968, 41 (02) : 215 - 229

[10] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136

[1] Arrow K., 1971, ESSAYS THEORY RISK B

[2] CHUNG KL, 1968, COURSE PROBABILITY T

[3] DEHAAN L, 1976, J LONDON MATH SOC, V2, P537

[4] DEHAAN L, 1975, REGULAR VARIATION SA

[5] Feller W., 1966, INTRO PROBABILITY TH, V2

[6] Hakansson NH, 1974, J FINANC ECON, V1, P201

[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

[9] OPTIMAL MULTIPERIOD PORTFOLIO POLICIES [J]. JOURNAL OF BUSINESS, 1968, 41 (02) : 215 - 229

[10] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J]. ECONOMETRICA, 1964, 32 (1-2) : 122 - 136