Optimal consumption and portfolio policies when asset prices follow a diffusion process
John C. Cox and Chi-fu Huang
| Year of publication: |
1989
|
|---|---|
| Authors: | Cox, John Carrington |
| Other Persons: | Huang, Chi-fu (contributor) |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 49.1989, 1, p. 33-83
|
| Subject: | Konsumtheorie | Consumption theory | CAPM | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001075700