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Optimal consumption and portfolio rules with durability and habit formation

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optimalconsumpti93hind.pdf

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Author(s)
Hindy, Ayman.
•
Huang, Chi-fu
•
Zhu, Hang
Date Issued
1993
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3616.
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