Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Detalhes bibliográficos
Autor principal: Chacko, George
Outros Autores: Viceira, Luis M.
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 1999.
Colecção:NBER working paper series no.7377
Assuntos:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.