Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 2 of 2.

Add to Quick Collection   All 2 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Authors: Zhao, Qian
Date: 2015
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1056796
Description: "Thesis submitted for the degree of Doctor of Philosophy, Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University and School of Finance and Statist ... More
Full Text: Full Text
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/302629
Description: In this paper, we revisit the consumption-investment problem with a general discount function and a logarithmic utility function in a non-Markovian framework. The coefficients in our model, including ... More
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last