Optimal consumption and portfolio policies when asset prices follow a diffusion process
| Year of publication: |
1989
|
|---|---|
| Authors: | Cox, John C. ; Huang, Chi-fu |
| Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 49.1989, 1, p. 33-83
|
| Publisher: |
Elsevier |