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

John C. Cox and Chi-fu Huang. / Bibliography: p. 34-35.

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/2181
Date January 1987
ContributorsCox, John C., Huang, Chi-fu., Sloan School of Management.
PublisherSloan School of Management, Massachusetts Institute of Technology
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format[i], 35 p., 1967386 bytes, application/pdf
RelationWorking paper (Sloan School of Management) ; 1926-87.

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