Open AccessDynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
Author(s) -
George Chacko,
Luis M. Viceira
Publication year - 1999
Language(s) - English
Resource type - Reports
DOI - 10.3386/w7377
Subject(s) - portfolio , economics , volatility (finance) , consumption (sociology) , stochastic volatility , incomplete markets , econometrics , financial economics , microeconomics , social science , sociology