Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Détails bibliographiques
Auteur principal: Chacko, George
Autres auteurs: Viceira, Luis M.
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 1999.
Collection:NBER working paper series no.7377
Sujets:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.