Optimal Currency Diversification for a Class of Risk Averse International Investors
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In the framework of continuous-time finance theory, this paper derives the optimal consumption and portfolio rules for an international investor with constant expenditure shares [alpha, sub j] and constant relative risk aversion [1-gamma] in a dynamic context. The index of value obtained from the
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美国国家经济研究局创建时间：
1982-08-01
