dc.contributor | Cox, John C. | en_US |
dc.contributor | Huang, Chi-fu. | en_US |
dc.contributor | Sloan School of Management. | en_US |
dc.date.accessioned | 2003-04-29T04:59:52Z | |
dc.date.available | 2003-04-29T04:59:52Z | |
dc.date.issued | 1987 | en_US |
dc.identifier.other | WP #1926-87 | en_US |
dc.identifier.uri | http://hdl.handle.net/1721.1/2181 | |
dc.description | Bibliography: p. 34-35. | en_US |
dc.description.statementofresponsibility | John C. Cox and Chi-fu Huang. | en_US |
dc.format.extent | [i], 35 p. | en_US |
dc.format.extent | 1967386 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | eng | en_US |
dc.publisher | Sloan School of Management, Massachusetts Institute of Technology | en_US |
dc.relation.ispartofseries | Working paper (Sloan School of Management) ; 1926-87. | en_US |
dc.subject.lcc | HD28 .M414 no. 1926-, 87 | en_US |
dc.title | Optimal consumption and portfolio policies when asset prices follow a diffusion process | en_US |