Optimal consumption and portfolio policies when asset prices follow a diffusion process
Bibliography: p. 34-35.
| Other Authors: | |
|---|---|
| Language: | eng |
| Published: |
Sloan School of Management, Massachusetts Institute of Technology
2003
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/2181 |
| _version_ | 1826206027822923776 |
|---|---|
| author2 | Cox, John C. |
| author_facet | Cox, John C. |
| collection | MIT |
| description | Bibliography: p. 34-35. |
| first_indexed | 2024-09-23T13:22:51Z |
| id | mit-1721.1/2181 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T13:22:51Z |
| publishDate | 2003 |
| publisher | Sloan School of Management, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/21812019-04-11T03:08:28Z Optimal consumption and portfolio policies when asset prices follow a diffusion process Cox, John C. Huang, Chi-fu. Sloan School of Management. HD28 .M414 no. 1926-, 87 Bibliography: p. 34-35. John C. Cox and Chi-fu Huang. 2003-04-29T04:59:52Z 2003-04-29T04:59:52Z 1987 WP #1926-87 http://hdl.handle.net/1721.1/2181 eng Working paper (Sloan School of Management) ; 1926-87. [i], 35 p. 1967386 bytes application/pdf application/pdf Sloan School of Management, Massachusetts Institute of Technology |
| spellingShingle | HD28 .M414 no. 1926-, 87 Optimal consumption and portfolio policies when asset prices follow a diffusion process |
| title | Optimal consumption and portfolio policies when asset prices follow a diffusion process |
| title_full | Optimal consumption and portfolio policies when asset prices follow a diffusion process |
| title_fullStr | Optimal consumption and portfolio policies when asset prices follow a diffusion process |
| title_full_unstemmed | Optimal consumption and portfolio policies when asset prices follow a diffusion process |
| title_short | Optimal consumption and portfolio policies when asset prices follow a diffusion process |
| title_sort | optimal consumption and portfolio policies when asset prices follow a diffusion process |
| topic | HD28 .M414 no. 1926-, 87 |
| url | http://hdl.handle.net/1721.1/2181 |