OPTIMAL CONSUMPTION AND PORTFOLIO POLICIES WHEN ASSET PRICES FOLLOW A DIFFUSION PROCESS

被引:728
作者
COX, JC
HUANG, CF
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D O I
10.1016/0022-0531(89)90067-7
中图分类号
F [经济];
学科分类号
02 ;
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页码:33 / 83
页数:51
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