Certainty equivalence in the continuous-time-portfolio-cum-saving-model
Foldes, Lucien
(1990)
Certainty equivalence in the continuous-time-portfolio-cum-saving-model
In:
Applied Stochastic Analysis.
Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387.
ISBN 9782881247163
| Item Type | Chapter |
|---|---|
| Departments |
Financial Markets Group Economics |
| Date Deposited | 29 May 2008 11:11 |
| URI | https://researchonline.lse.ac.uk/id/eprint/5152 |