Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Bibliographische Detailangaben
1. Verfasser:	Chacko, George
Weitere Verfasser:	Viceira, Luis M.
Format:	Buch
Sprache:	English
Veröffentlicht:	Cambridge National Bureau of Economic Research 1999.
Schriftenreihe:	NBER working paper series no.7377
Schlagworte:	Assets (Accounting) > Prices > Forecasting. Stock prices > Forecasting. Portfolio management. Stochastic processes.