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Journal of Economic Theory

Volumn 49, Issue 1, 1989, Pages 33-83

Optimal consumption and portfolio policies when asset prices follow a diffusion process

(2) Cox, John C a Huang, Chi fu a

a MASSACHUSETTS INSTITUTE OF TECHNOLOGY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002720622 PISSN: 00220531 EISSN: 10957235 Source Type: Journal
DOI: 10.1016/0022-0531(89)90067-7 Document Type: Article

Times cited : (863)

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