Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Библиографические подробности
Главный автор:	Chacko, George
Другие авторы:	Viceira, Luis M.
Формат:	‌
Язык:	English
Опубликовано:	Cambridge National Bureau of Economic Research 1999.
Серии:	NBER working paper series no.7377
Предметы:	Assets (Accounting) > Prices > Forecasting. Stock prices > Forecasting. Portfolio management. Stochastic processes.