Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Podrobná bibliografie
Hlavní autor:	Chacko, George
Další autoři:	Viceira, Luis M.
Médium:	Kniha
Jazyk:	English
Vydáno:	Cambridge National Bureau of Economic Research 1999.
Edice:	NBER working paper series no.7377
Témata:	Assets (Accounting) > Prices > Forecasting. Stock prices > Forecasting. Portfolio management. Stochastic processes.