Optimal consumption and portfolio decisions with partially observed real prices

Alain Bensoussan, Jussi Keppo, Suresh P. Sethi

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{691e48e372e64fbebf32c8cc25c6e182,

title = "Optimal consumption and portfolio decisions with partially observed real prices",

author = "Alain Bensoussan and Jussi Keppo and Sethi, {Suresh P.}",

year = "2009",

language = "English",

volume = "19",

pages = "215--236",

journal = "MATHEMATICAL FINANCE",

issn = "0960-1627",

publisher = "Wiley-Blackwell",

number = "2",

}