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

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DC Field	Value	Language
dc.contributor	Cox, John C.	-
dc.contributor	Huang, Chi-fu.	-
dc.contributor	Sloan School of Management.	-
dc.date	2003-04-29T04:59:52Z	-
dc.date	2003-04-29T04:59:52Z	-
dc.date	1987	-
dc.date.accessioned	2013-05-31T23:16:34Z	-
dc.date.available	2013-05-31T23:16:34Z	-
dc.date.issued	2013-06-01	-
dc.identifier	WP #1926-87	-
dc.identifier	http://hdl.handle.net/1721.1/2181	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/jspui/handle/1721	-
dc.description	John C. Cox and Chi-fu Huang.	-
dc.description	Bibliography: p. 34-35.	-
dc.format	[i], 35 p.	-
dc.format	1967386 bytes	-
dc.format	application/pdf	-
dc.language	eng	-
dc.publisher	Sloan School of Management, Massachusetts Institute of Technology	-
dc.relation	Working paper (Sloan School of Management) ; 1926-87.	-
dc.subject	HD28 .M414 no. 1926-, 87	-
dc.title	Optimal consumption and portfolio policies when asset prices follow a diffusion process	-
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