Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Detalles Bibliográficos
Autor principal:	Chacko, George
Otros Autores:	Viceira, Luis M.
Formato:	Libro
Lenguaje:	English
Publicado:	Cambridge National Bureau of Economic Research 1999.
Colección:	NBER working paper series no.7377
Materias:	Assets (Accounting) > Prices > Forecasting. Stock prices > Forecasting. Portfolio management. Stochastic processes.