Matches in DBpedia 2016-04 for { <http://doi.org/10.1016/0022-0531(71)90038-x> ?p ?o }
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- 0022-0531(71)90038-x accessdate "2009-05-29".
- 0022-0531(71)90038-x author "Merton, R.C.".
- 0022-0531(71)90038-x authorlink "Robert C. Merton".
- 0022-0531(71)90038-x authorlink1 "Robert C. Merton".
- 0022-0531(71)90038-x doi "10.1016/0022-053190038-X".
- 0022-0531(71)90038-x doi "10.1016/0022-053190038-x".
- 0022-0531(71)90038-x first "Robert C.".
- 0022-0531(71)90038-x first1 "R. C.".
- 0022-0531(71)90038-x format "PDF".
- 0022-0531(71)90038-x isCitedBy Brownian_model_of_financial_markets.
- 0022-0531(71)90038-x isCitedBy Hyperbolic_absolute_risk_aversion.
- 0022-0531(71)90038-x isCitedBy Intertemporal_portfolio_choice.
- 0022-0531(71)90038-x isCitedBy Mertons_portfolio_problem.
- 0022-0531(71)90038-x issue "4".
- 0022-0531(71)90038-x journal Journal_of_Economic_Theory.
- 0022-0531(71)90038-x journal "Journal of Economic Theory".
- 0022-0531(71)90038-x last "Merton".
- 0022-0531(71)90038-x last1 "Merton".
- 0022-0531(71)90038-x pages "373–413".
- 0022-0531(71)90038-x title "Optimum Consumption and Portfolio Rules in a Continuous-Time Model".
- 0022-0531(71)90038-x title "Optimum consumption and portfolio rules in a continuous-time model".
- 0022-0531(71)90038-x url Merton1971.pdf.
- 0022-0531(71)90038-x volume "3".
- 0022-0531(71)90038-x year "1970".
- 0022-0531(71)90038-x year "1971".