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ArticlePortfolio turnpike theorems for constant policies

Stephen A. Ross1974

Article1974

Portfolio turnpike theorems for constant policies

Stephen A. Ross

45 citations·0/0 files stored·Journal of Financial Economics

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Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

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References

1971Optimum consumption and portfolio rules in a continuous-time model 1959Portfolio Selection: Efficient Diversification of Investments 1968Optimal Multiperiod Portfolio Policies 1971Mathematical Theories of Economic Growth 1974Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 1971The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling 1971MULTI‐PERIOD MEAN‐VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE*1961Paths of Economic Growth that are Optimal with Regard only to Final States: A Turnpike Theorem

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2000Do constraints improve portfolio performance?1990Industry rotation in the U.S. stock market 1995Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model 1988Time‐Invariant Portfolio Insurance Strategies 1995Stein and CAPM estimators of the means in asset allocation

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Year1974

Typearticle

Published1974-07-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-405x(74)90003-8

openalex_workW1973672801

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