Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Bibliografische gegevens
Hoofdauteur: Chacko, George
Andere auteurs: Viceira, Luis M.
Formaat: Boek
Taal:English
Gepubliceerd in: Cambridge National Bureau of Economic Research 1999.
Reeks:NBER working paper series no.7377
Onderwerpen:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.