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1.
John C. Cox and Chi-fu Huang*
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Journal of Economic Theory
Volume 49, Issue 1, October 1989, Pages 33-83
url： http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYG981-5M&_user=1021771&_coverDate=10%2F31%2F1989&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1587956416&_rerunOrigin=scholar.google&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=cf7bd841fd9c3e1eb5eed6338d31d636&searchtype=a
2.
Hua He
Optimal consumption-portfolio policies: A convergence from discrete to continuous time models
Journal of Economic Theory
Volume 55, Issue 2, December 1991, Pages 340-363
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYGD0V-129&_user=1021771&_coverDate=12%2F31%2F1991&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1587954395&_rerunOrigin=scholar.google&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=33688963334551530bfb727ac0f9fdc3&searchtype=a
3. Jonathan E. Ingersoll Jr
Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
Journal of Economic Dynamics and Control
Volume 16, Issues 3-4, July-October 1992, Pages 681-712
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V85-45R2GY4-W&_user=1021771&_coverDate=10%2F31%2F1992&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1587953493&_rerunOrigin=scholar.google&_acct=C000050170&_version=1&_urlVersion=0&_userid=1021771&md5=c70074be1c0caba5e6d06a4ab69f6fbf&searchtype=a
5. Ioannis Karatzas, John P. Lehoczky, and Steven E. Shreve

Optimal Portfolio and Consumption Decisions for a "Small Investor" on a Finite HorizonSIAM J. Control Optim. Volume 25, Issue 6, pp. 1557-1586 (November 1987) http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=SJCODC000025000006001557000001&idtype=cvips&gifs=yes&ref=no
感谢应助者！

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关键词：consumption sciencedire Convergence Continuous Portfolio Journal version process follow 文章

1# zhdefei

here is the 3rd one

怎么没人回啊

2 Optimal consumption-portfolio policies.pdf (1.08 MB, 需要: 10 个论坛币)

2010-12-26 23:08:32 上传

需要: 10 个论坛币  [购买]

4# liuningzheng
已购买谢谢！

2# 0jzhang
谢谢楼主！

Optimal consumption and portfolio policies when asset prices follow a diffusion process

这篇文章我有，可惜发布上来，因为这里已经有人发过：
https://bbs.pinggu.org/thread-555528-1-1.html

最后一篇文章：
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

最后一篇文章：
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon