Resolution of Degeneracy in Merton's Portfolio Problem

Published 2016 View Full Article

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Title
Resolution of Degeneracy in Merton's Portfolio Problem
Authors
Keywords
-
Journal
SIAM Journal on Financial Mathematics
Volume 7, Issue 1, Pages 786-811
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2016-11-16
DOI
10.1137/16m1065021

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