Portfolio and Consumption Decisions under Mean-Reverting...

Journal of Financial and Quantitative Analysis 2002 / 03 Vol. 37; Iss. 1

Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets

Jessica A. Wachter
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Volume:
37
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/3594995
Date:
March, 2002
File:
PDF, 654 KB
english, 2002
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