Optimal consumption and portfolio rules with durability and local substitution
By: Ayman Hindy and Chi-fu Huang.
Contributors: Huang, Chi-fu.; Sloan School of Management.
Series: WP -- #3367-92-EFA; Working paper (Sloan School of Management) -- 3367-92.
Publisher: Sloan School of Management, Massachusetts Institute of Technology
Published: 1991
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 37