LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING

[1] Arrow K. J., 1965, ASPECTS THEORY RISK

[2] KELLY JL, 1956, BELL SYSTEM J JUL, P917

[3] CRITERIA FOR CHOICE AMONG RISKY VENTURES [J]. JOURNAL OF POLITICAL ECONOMY, 1959, 67 (02) : 144 - 155

[4] LEVHARI D, 1967, 8 STANF U I MATH STU

[5] Markowitz H., 1971, PORTFOLIO SELECTION

[6] MIRRLEES JA, UNPUBLISHED

[7] OPTIMAL MULTIPERIOD PORTFOLIO POLICIES [J]. JOURNAL OF BUSINESS, 1968, 41 (02) : 215 - 229

[8] THE ACCUMULATION OF RISKY CAPITAL - A SEQUENTIAL UTILITY ANALYSIS [J]. ECONOMETRICA, 1962, 30 (04) : 729 - 743

[9] PRATT JW, 1964, ECONOMETRICA, V32

[10] Samuelson P., 1963, SCIENTIA

[1] Arrow K. J., 1965, ASPECTS THEORY RISK

[2] KELLY JL, 1956, BELL SYSTEM J JUL, P917

[3] CRITERIA FOR CHOICE AMONG RISKY VENTURES [J]. JOURNAL OF POLITICAL ECONOMY, 1959, 67 (02) : 144 - 155

[4] LEVHARI D, 1967, 8 STANF U I MATH STU

[5] Markowitz H., 1971, PORTFOLIO SELECTION

[6] MIRRLEES JA, UNPUBLISHED

[7] OPTIMAL MULTIPERIOD PORTFOLIO POLICIES [J]. JOURNAL OF BUSINESS, 1968, 41 (02) : 215 - 229

[8] THE ACCUMULATION OF RISKY CAPITAL - A SEQUENTIAL UTILITY ANALYSIS [J]. ECONOMETRICA, 1962, 30 (04) : 729 - 743

[9] PRATT JW, 1964, ECONOMETRICA, V32

[10] Samuelson P., 1963, SCIENTIA