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Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
Ingersoll, Jonathan E., (1992)
Intertemporally dependent preferences and the volatility of consumption and wealth
Sundaresan, Suresh M., (1989)
On risk aversion with many commodities and non-linear budget constraints
Chau, Nancy H., (1998)
Mutual fund seperation with general preferences
Lewbel, Arthur, (1992)
Structured credit products : pricing, rating, risk management and Basel II
Perraudin, William R. M., (2004)
Inflation and portfolio choice
Perraudin, William R. M., (1987)