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Portfolio turnpike theorems for constant policies

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References

1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
1968Optimal Multiperiod Portfolio Policies779 cited
1971Mathematical Theories of Economic Growth553 cited
1974Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods266 cited
1971The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling224 cited
1971MULTI‐PERIOD MEAN‐VARIANCE ANALYSIS: TOWARD A GENERAL THEORY OF PORTFOLIO CHOICE*211 cited
1961Paths of Economic Growth that are Optimal with Regard only to Final States: A Turnpike Theorem187 cited
1971On Optimal Myopic Portfolio Policies, with and Without Serial Correlation of Yields177 cited

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2000Do constraints improve portfolio performance?52 cited
1990Industry rotation in the U.S. stock market34 cited
1995Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model34 cited
1988Time‐Invariant Portfolio Insurance Strategies31 cited
1995Stein and CAPM estimators of the means in asset allocation27 cited

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