Optimal consumption and portfolio policies when asset prices follow a diffusion process
Year of publication: |
1989
|
---|---|
Authors: | Cox, John Carrington |
Other Persons: | Huang, Chi-fu (contributor) |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 49.1989, 1, p. 33-83
|
Subject: | Konsumtheorie | Consumption theory | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
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