Certainty equivalence in the continuous-time-portfolio-cum-saving-model
Foldes, L.
(1990).
Certainty equivalence in the continuous-time-portfolio-cum-saving-model.
In
Davis, M. H. A. & Elliot, R. J.
(Eds.),
Applied Stochastic Analysis
(pp. 343-387).
Gordon & Breach Science Publishers Ltd.
| Item Type | Chapter |
|---|---|
| Copyright holders | © 1990 Gordon & Breach Science Publishers Ltd |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Academic Departments > Economics |
| Date Deposited | 29 May 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/5152 |