Consumption-portfolio policies : an inverse optimal problem

Author(s)
He, Hua.; Huang, Chi-fu
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Description
"October 1991; Last revised: October 1992"--P. 1.
URI
http://hdl.handle.net/1721.1/47153
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992
Other identifiers
consumptionportf00hehu
Series/Report no.
Working paper (Sloan School of Management) ; 3488.
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