INFINITE HORIZON INVESTMENT-CONSUMPTION POLICIES

[1] ABRAMS R, UNPUBLISHED

[2] Blackwell D., 1965, ANN MATH STAT, V36, P226

[3] OPTIMAL PORTFOLIO REVISION WITH PROPORTIONAL TRANSACTION COSTS - EXTENSION TO HARA UTILITY FUNCTIONS AND EXOGENOUS DETERMINISTIC INCOME [J]. MANAGEMENT SCIENCE, 1976, 22 (08) : 921 - 923

[4] CONSTANTINIDES GM, 1977, MULTIPERIOD CONSUMPT

[5] CONTRACTION MAPPINGS IN THEORY UNDERLYING DYNAMIC PROGRAMMING [J]. SIAM REVIEW, 1967, 9 (02) : 165 - &

[6] Eppen GD, 1969, INT EC REV, V10, P119

[7] FAMA EF, 1970, AM ECON REV, V60, P163

[8] OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS [J]. ECONOMETRICA, 1970, 38 (05) : 587 - &

[9] OPTIMAL PORTFOLIO REVISION WITH A PROPORTIONAL TRANSACTION COST [J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (11): : 1263 - 1271

[10] KARMARKAR US, UNPUBLISHED

[1] ABRAMS R, UNPUBLISHED

[2] Blackwell D., 1965, ANN MATH STAT, V36, P226

[3] OPTIMAL PORTFOLIO REVISION WITH PROPORTIONAL TRANSACTION COSTS - EXTENSION TO HARA UTILITY FUNCTIONS AND EXOGENOUS DETERMINISTIC INCOME [J]. MANAGEMENT SCIENCE, 1976, 22 (08) : 921 - 923

[4] CONSTANTINIDES GM, 1977, MULTIPERIOD CONSUMPT

[5] CONTRACTION MAPPINGS IN THEORY UNDERLYING DYNAMIC PROGRAMMING [J]. SIAM REVIEW, 1967, 9 (02) : 165 - &

[6] Eppen GD, 1969, INT EC REV, V10, P119

[7] FAMA EF, 1970, AM ECON REV, V60, P163

[8] OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS [J]. ECONOMETRICA, 1970, 38 (05) : 587 - &

[9] OPTIMAL PORTFOLIO REVISION WITH A PROPORTIONAL TRANSACTION COST [J]. MANAGEMENT SCIENCE SERIES A-THEORY, 1975, 21 (11): : 1263 - 1271

[10] KARMARKAR US, UNPUBLISHED