An Application of Continuous-time Stochastic Control to a Problem of Dynamic Portfolio Choice

Koichi Hamada

Economic Review, 1972, vol. 23, issue 2, 159-165

Date: 1972
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Persistent link: https://EconPapers.repec.org/RePEc:hit:ecorev:v:23:y:1972:i:2:p:159-165

DOI: 10.15057/23877

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