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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Author: George Chacko; Luis M Viceira; National Bureau of Economic Research.
Publisher: Cambridge, MA : National Bureau of Economic Research, ©1999.
Series: Working paper series (National Bureau of Economic Research), working paper no. 7377.
Edition/Format:   Book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: George Chacko; Luis M Viceira; National Bureau of Economic Research.
OCLC Number: 42714285
Notes: "October 1999."
"JEL no. G12"--Abstract leaf.
Description: 48, [8] p. : ill. ; 22 cm.
Series Title: Working paper series (National Bureau of Economic Research), working paper no. 7377.
Responsibility: George Chacko, Luis M. Viceira.

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