OPTIMAL MULTIPERIOD INVESTMENT-CONSUMPTION POLICIES

被引：10

作者：

ABRAMS, RA ^{[1
]}

KARMARKAR, US ^{[1
]}

机构：

[1] UNIV ROCHESTER,ROCHESTER,NY 14627

来源：

关键词：

D O I：

10.2307/1911100

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：333 / 353

页数：21

共 17 条

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SIAM JOURNAL ON CONTROL, 1975, 13 (03) :706-718

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[3]

CONSTANTINIDES GM, 1977, MULTIPERIOD CONSUMPT

[4]

Eppen GD, 1969, INT EC REV, V10, P119

[5]

FAMA EF, 1970, AM ECON REV, V60, P163

HAKANSSO.NH .

[7] OPTIMAL PORTFOLIO REVISION WITH A PROPORTIONAL TRANSACTION COST [J].

KAMIN, JH .

MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (11) :1263-1271

KARMARKAR, US .

[9]

KARMARKAR US, 1977, NAVAL RES LOG Q, V24, P554

[10] PORTFOLIO SELECTION WITH TRANSACTIONS COSTS [J].

MAGILL, MJP ;

CONSTANTINIDES, GM .