Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton
Journal of Economic Theory
Volume 3, Issue 4,December 1971, Pages 373-413
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WJ3-4CYH4MN-57&_user=5827953&_coverDate=12%2F31%2F1971&_alid=970135320&_rdoc=2&_fmt=high&_orig=search&_cdi=6867&_sort=r&_docanchor=&view=c&_ct=815&_acct=C000068489&_version=1&_urlVersion=0&_userid=5827953&md5=8de8808aa47ddef40ba63a2808bd3f3a

多谢！