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Worldwide Asset and Liability Modeling. Edited by William T. Ziemba and John M. Mulvey (Cambridge University Press, 1998)

Published online by Cambridge University Press:  10 June 2011

Abstract

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Type
Reviews
Copyright
Copyright © Institute and Faculty of Actuaries 2000

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References

REFERENCE

Cox, J. & Huang, C. F. (1989). Optimal consumption and portfolio policies when asset prices follow a diffusion process. Journal of Economic Theory, 49, 3383.CrossRefGoogle Scholar