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Foldes, Lucien (1991) Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments. Financial Markets Group Discussion Papers (109). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Foldes, Lucien (1991) Optimal sure portfolio plans. Mathematical Finance, 1 (2). pp. 15-55. ISSN 0960-1627