Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Detaylı Bibliyografya
Yazar: Chacko, George
Diğer Yazarlar: Viceira, Luis M.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 1999.
Seri Bilgileri:NBER working paper series no.7377
Konular:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.