Essays in consumption and portfolio choice
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2003. === Includes bibliographical references (p. 123-126). === This thesis analyzes optimal consumption and portfolio strategy by considering three different extensions to the classic work by Merton (1971). The firs...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1721.1/29646 |