Essays on dynamic portfolio management
Over the last three decades, there has been an increasing interest in the problem of the investor's optimal consumption and portfolio rules. Despite the substantial amount of related literature, there remain many areas for further investigation. The thesis, therefore, addresses a number of impo...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
2003
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.400099 |