Consumption/Investment Problems
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Publisher
Springer US
Link
http://link.springer.com/content/pdf/10.1007/978-1-4615-6257-3_1.pdf
Reference55 articles.
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3. Arrow, K.J. (1965). Aspects of the Theory of Risk-Bearing (Yrjo Jahnsson Lectures). Yrjo Jahnssonin Saatio, Helsinki, Finland.
4. Bell, R.M. and Cover, T.M. (1980). Competitive Optimality of Logarithmic Investment. Mathematics of Operations Research 5 161–166.
5. Breiman, L. (1960). Investment Policies for Expanding Businesses Optimal in a Long Run Sense. Naval Research Logistics Quarterly 7 647–651.
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