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

Author(s)
Cox, John C.; Huang, Chi-fu.; Sloan School of Management.
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Description
Bibliography: p. 34-35.
Date issued
1987
URI
http://hdl.handle.net/1721.1/2181
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
WP #1926-87
Series/Report no.
Working paper (Sloan School of Management) ; 1926-87.
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