|
 | Up a level |
Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied Stochastic Analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163
Foldes, Lucien (1990) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29 (1). pp. 133-170. ISSN 1045-1129
Foldes, Lucien (1990) Optimal sure portfolio plans. Financial Markets Group Discussion Papers (106). Financial Markets Group, The London School of Economics and Political Science, London, UK.
de Meza, David 
ORCID: 0000-0002-5638-8310 and Webb, David C. ORCID: 0009-0005-5611-7253
(1990)
Risk, asymmetric information and capital market failure.
The Economic Journal, 100 (399).
pp. 206-214.
ISSN 0013-0133
