Certainty Equivalence Principle and Logarithmic Utilities in an Optimal Investment/Consumption Decision Problem
- by Yoichi Kuwana.
- Stanford, California : Stanford University, Department of Statistics, May, 1993.
- Physical description
- 1 online resource (13 pages).
- Technical report (Stanford University. Department of Statistics) no. 10 (NSF)
Also available at
- Includes bibliographical references (pages 12-13).
- Publication date
- Technical report ; no. 10
- Downloaded from http://statistics.stanford.edu/~ckirby/techreports/NSF/SIE%20NSF%2010.pdf on Mar 04, 2013.
- Funding Information
- Prepared under the auspices of National Science Foundation Grant DMS91-04432.