Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Bibliografski detalji
Glavni autor: Chacko, George
Daljnji autori: Viceira, Luis M.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1999.
Serija:NBER working paper series no.7377
Teme:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.