Log-optimal and rapid paths in von Neumann-Gale dynamical systems-Reference-Cited by-同舟云学术

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Log-optimal and rapid paths in von Neumann-Gale dynamical systems

Published:2020-01 Issue:2 Volume:481 Page:123489
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Babaei E.,Evstigneev I.V.^ORCID,Schenk-Hoppé K.R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference44 articles.

1. Stochastic Models of Control and Economic Dynamics;Arkin,1987

2. Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions;Babaei,2018

3. Growth-optimal investments and numeraire portfolios under transaction costs;Bahsoun,2013

4. Convex Analysis and Measurable Multifunctions;Castaing,1977

5. Duality theory for portfolio optimisation under transaction costs;Czichowsky;Ann. Appl. Probab.,2016

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asset pricing and hedging in financial markets with fixed and proportional transaction costs;Annals of Finance;2024-05-15

2. Asset Pricing and Hedging in Financial Markets With Fixed and Proportional Transaction Costs;SSRN Electronic Journal;2024

3. The minimal-time growth problem and ‘very strong’ turnpike theorem;Przegląd Statystyczny;2022-03-30

4. Von Neumann–Gale dynamics and capital growth in financial markets with frictions;Mathematics and Financial Economics;2020-01-21

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