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

Name

SWP-1926-18213769.pdf

Size

1.88 MB

Format

Adobe PDF

Checksum (MD5)

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.

Persistent DSpace Link