You are not currently logged in.
Access JSTOR through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Optimal Growth Portfolios When Yields are Serially Correlated
Nils H. Hakansson and Tien-Ching Liu
The Review of Economics and Statistics
Vol. 52, No. 4 (Nov., 1970), pp. 385-394
Published by: The MIT Press
Stable URL: http://www.jstor.org/stable/1926315
Page Count: 10
You can always find the topics here!Topics: Economic growth models, Investment policy, Economic theory, Economic capital, Financial investments, Capital investments, Risk aversion, Investment risk, Wealth, Utility functions
Were these topics helpful?See something inaccurate? Let us know!
Select the topics that are inaccurate.
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
The Review of Economics and Statistics © 1970 The MIT Press