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Other versions of this item:
- P. Sethi & N. A. Derzko & L. P. Lehoczky, 1996. "Erratum To “A Stochastic Extension Of The Miller‐Modigliani Framework”1," Mathematical Finance, Wiley Blackwell, vol. 6(4), pages 407-408, October.
- E. Presman & S. Sethi, 1991. "ERRATUM: risk‐Aversion Behavior In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 1(3), pages 1-1, July.
- Suresh P. Sethi & Suresh Chand, 1980. "Erratum to "Planning Horizon Procedures for Machine Replacement Models"," Management Science, INFORMS, vol. 26(3), pages 342-342, March.
- Suresh P. Sethi, 1980. "Erratum to "Optimal Pilfering Policies for Dynamic Continuous Thieves"," Management Science, INFORMS, vol. 26(3), pages 342-342, March.
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Cited by:
- Roy S., 1996.
"Theory of dynamic portfolio choice for survival under uncertainty,"
Mathematical Social Sciences, Elsevier, vol. 31(1), pages 61-62, February.
- Roy, Santanu, 1995. "Theory of dynamic portfolio choice for survival under uncertainty," Mathematical Social Sciences, Elsevier, vol. 30(2), pages 171-194, October.
- Santanu Roy, 1995. "Theory of Dynamic Portfolio Choice for Survival Under Uncertainty," CESifo Working Paper Series 78, CESifo.
- Ali Dogramaci & Nelson M. Fraiman, 2004. "Replacement Decisions with Maintenance Under Uncertainty: An Imbedded Optimal Control Model," Operations Research, INFORMS, vol. 52(5), pages 785-794, October.
- Monique Jeanblanc & Peter Lakner & Ashay Kadam, 2004. "Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 649-671, August.
- Presman, E. & Sethi, S., 1996. "Distribution of bankruptcy time in a consumption/portfolio problem," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 471-477.
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