Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Opis bibliograficzny
1. autor: Chacko, George
Kolejni autorzy: Viceira, Luis M.
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 1999.
Seria:NBER working paper series no.7377
Hasła przedmiotowe:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.