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Lifetime Portfolio Selection in Continuous Time for a Multiplicative Class of Utility Functions

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  • Pye, Gordon
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    Article provided by American Economic Association in its journal American Economic Review.

    Volume (Year): 63 (1973)
    Issue (Month): 5 (December)
    Pages: 1013-16

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    Handle: RePEc:aea:aecrev:v:63:y:1973:i:5:p:1013-16

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    Cited by:
    1. Antoine Bommier & Bruno Lanz & Stéphane Zuber, 2014. "Fair management of social risk," Documents de travail du Centre d'Economie de la Sorbonne 14017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris West - Nanterre la Défense, EconomiX.
    3. Antoine Bommier, 2005. "Life-Cycle Theory for Human Beings," Working Papers hal-00441890, HAL.
    4. Antoine Bommier & Bruno Lanz & Stéphane Zuber, 2014. "Models-as-Usual for Unusual Risks? On the Value of Catastrophic Climate Change," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00973491, HAL.
    5. El Mekkaoui de Freitas, Najat & Lavigne, Anne & Mahieu, Ronan, 2000. "Vieillissement et composition du patrimoine des ménages," Economics Papers from University Paris Dauphine 123456789/3511, Paris Dauphine University.

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