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Conference Paper: Optimal consumption and asset allocation under CEV model

TitleOptimal consumption and asset allocation under CEV model
Authors
Issue Date1997
Citation
Quantitative Methods in Finance, 1997 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/110213

 

DC FieldValueLanguage
dc.contributor.authorBoyle, PPen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-26T01:56:05Z-
dc.date.available2010-09-26T01:56:05Z-
dc.date.issued1997en_HK
dc.identifier.citationQuantitative Methods in Finance, 1997-
dc.identifier.urihttp://hdl.handle.net/10722/110213-
dc.languageengen_HK
dc.relation.ispartofQuantitative Methods in Financeen_HK
dc.titleOptimal consumption and asset allocation under CEV modelen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros33674en_HK

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