OPTIMUM CONSUMPTION AND PORTFOLIO RULES IN A CONTINUOUS-TIME MODEL

[1] Bachelier L., 1964, RANDOM CHARACTER STO

[2] BLACK F, 1970, 6C ASS FIN FIN NOT

[3] STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS [J]. JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) : 122 - 160

[4] COX DR, 1968, THEORY STOCHASTIC PR

[5] DREYFUS S, 1965, DYNAMIC PROGRAMMING

[6] FISCHER S, 1969, THESIS MASSACHUSETTS

[7] HAKANSSON N, TO BE PUBLISHED

[8] ITO K, 1964, DIFFUSION PROCESSES

[9] ITO K, 1951, 4 AM MATH SOC MEM

[10] Kushner H.J., 1967, STOCHASTIC STABILITY

[1] Bachelier L., 1964, RANDOM CHARACTER STO

[2] BLACK F, 1970, 6C ASS FIN FIN NOT

[3] STRUCTURE OF INVESTOR PREFERENCES AND ASSET RETURNS, AND SEPARABILITY IN PORTFOLIO ALLOCATION - CONTRIBUTION TO PURE THEORY OF MUTUAL FUNDS [J]. JOURNAL OF ECONOMIC THEORY, 1970, 2 (02) : 122 - 160

[4] COX DR, 1968, THEORY STOCHASTIC PR

[5] DREYFUS S, 1965, DYNAMIC PROGRAMMING

[6] FISCHER S, 1969, THESIS MASSACHUSETTS

[7] HAKANSSON N, TO BE PUBLISHED

[8] ITO K, 1964, DIFFUSION PROCESSES

[9] ITO K, 1951, 4 AM MATH SOC MEM

[10] Kushner H.J., 1967, STOCHASTIC STABILITY