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January 1, 1971Management Science

Three Asset Cash Balance and Dynamic Portfolio Problems

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Authors

GEGary D. EppenEFEugene F. Fama

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Eppen et al. (1971) studied this question.

synapsesocial.com/papers/6a6df35ff44fa9f079dbe8d4https://doi.org/10.1287/mnsc.17.5.311
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