Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Bibliografiske detaljer
Hovedforfatter: Chacko, George
Andre forfattere: Viceira, Luis M.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 1999.
Serier:NBER working paper series no.7377
Fag:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.