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Optimal consumption and portfo...
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ECONIS (ZBW)
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1
A continuous-time portfolio turnpike theorem
Cox, John Carrington
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 491-507
Persistent link: https://www.econbiz.de/10001130455
Saved in:
2
The relation between forward prices and futures prices
Cox, John Carrington
- In:
Selected writings on futures markets : explorations in …
,
(pp. 249-270)
.
1985
Persistent link: https://www.econbiz.de/10001305665
Saved in:
3
On dynamic investment strategies
Cox, John Carrington
;
Leland, Hayne Ellis
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1859-1880
Persistent link: https://www.econbiz.de/10001508778
Saved in:
4
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
Saved in:
5
The term structure of real interest rates and the Cox, Ingersoll and Ross model
Brown, Roger H.
- In:
Journal of financial economics
35
(
1994
)
1
,
pp. 3-42
Persistent link: https://www.econbiz.de/10001153759
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6
A variational problem arising in financial economics
Cox, John C.
;
Huang, Chi-fu
- In:
Journal of Mathematical Economics
20
(
1991
)
5
,
pp. 465-487
Persistent link: https://www.econbiz.de/10005374105
Saved in:
7
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Cox, John C.
;
Huang, Chi-fu
- In:
Journal of Economic Theory
49
(
1989
)
1
,
pp. 33-83
Persistent link: https://www.econbiz.de/10005159328
Saved in:
8
A continuous-time portfolio turnpike theorem
Cox, John C.
;
Huang, Chi-fu
- In:
Journal of Economic Dynamics and Control
16
(
1992
)
3-4
,
pp. 491-507
Persistent link: https://www.econbiz.de/10005160725
Saved in:
9
The value of financial claims
Cox, John Carrington
-
1975
Persistent link: https://www.econbiz.de/10002034218
Saved in:
10
Information structure and equilibrium asset prices
Huang, Chi-fu
- In:
Journal of economic theory
35
(
1985
)
1
,
pp. 33-71
Persistent link: https://www.econbiz.de/10002984942
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