1989
Other Unpublished Work

Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding

By: Robert C. Merton

Format:Print
| Language:English

Citation

Merton, Robert C. "Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding." December 1989. (In Chapter 6 of Continuous-Time Finance.)

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About The Author

Robert C. Merton

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