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Optimal consumption and portfolio policies when asset prices follow a diffusion process

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SWP-1926-18213769.pdf

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171ef3c1bb420f6944cd6fd4c1c0cf7c

Date Issued
1987
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 1926-87.
Description
Bibliography: p. 34-35.
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