Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Bibliographic Details
Main Author: Chacko, George
Other Authors: Viceira, Luis M.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7377
Subjects:
Assets (Accounting) > Prices > Forecasting.
Stock prices > Forecasting.
Portfolio management.
Stochastic processes.