Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dettagli Bibliografici
Autore principale: Chacko, George
Altri autori: Viceira, Luis M.
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 1999.
Serie:NBER working paper series no.7377
Soggetti:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.