Optimum consumption and portfolio rules in a continuous-time model-Reference-Cited by-同舟云学术

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Optimum consumption and portfolio rules in a continuous-time model

Published:1971-12 Issue:4 Volume:3 Page:373-413
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Merton Robert C

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference16 articles.

1. The structure of investor perferences and asset Returns, and Separability in Portfolio Allocation: A Contribution to the Pure Theory of Mutual Funds;Cass;J. Econ. Theory,1970

2. The Random Character of Stock Market Prices,1964

3. The Theory of Stochastic Processes;Cox,1968

4. Dynamic Programming and the Calculus of Variations;Dreyfus,1965

5. Essays on assets and contingent commodities;Fischer,1969

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