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Foldes, Lucien (1980) Optimal accumulation of capital: a continuous-time martingale theory. Part I: optimal saving with risk. . London School of Economics and Political Science. (Unpublished)
Foldes, Lucien (1980) Optimal accumulation of capital: a continuous-time martingale theory. Part II: the portfolio-cum-saving model. . London School of Economics and Political Science. (Unpublished)