Hostname: page-component-745bb68f8f-cphqk Total loading time: 0 Render date: 2025-02-11T14:40:41.304Z Has data issue: false hasContentIssue false

Worldwide Asset and Liability Modeling. Edited by William T. Ziemba and John M. Mulvey (Cambridge University Press, 1998)

Published online by Cambridge University Press:  10 June 2011

Rights & Permissions [Opens in a new window]

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Reviews
Copyright
Copyright © Institute and Faculty of Actuaries 2000

References

REFERENCE

Cox, J. & Huang, C. F. (1989). Optimal consumption and portfolio policies when asset prices follow a diffusion process. Journal of Economic Theory, 49, 3383.CrossRefGoogle Scholar