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

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  • Hamada, Koichi

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  • Hamada, Koichi, 1972. "An Application of Continuous-time Stochastic Control to a Problem of Dynamic Portfolio Choice," Economic Review, Hitotsubashi University, vol. 23(2), pages 159-165, April.
    • Handle: RePEc:hit:ecorev:v:23:y:1972:i:2:p:159-165
    DOI: 10.15057/23877
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    References listed on IDEAS

    as
    1. Fama, Eugene F, 1970. "Multiperiod Consumption-Investment Decisions," American Economic Review, American Economic Association, vol. 60(1), pages 163-174, March.
    2. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
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