Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1999
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7377 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 48, [8] S. graph. Darst. |
Staff View
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| geographic_facet | USA |
| id | DE-604.BV013176113 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:40:19Z |
| institution | BVB |
| language | English |
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| physical | 48, [8] S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Chacko, George 1967- Verfasser (DE-588)124785514 aut Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko ; Luis M. Viceira Cambridge, Mass. 1999 48, [8] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7377 Ökonometrisches Modell Assets (Accounting) Prices United States Forecasting Econometric models Consumption (Economics) United States Econometric models Hedging (Finance) Econometric models Portfolio management United States Econometric models Stock price forecasting United States Econometric models USA Viceira, Luis M. Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7377 (DE-604)BV002801238 7377 http://papers.nber.org/papers/w7377.pdf kostenfrei Volltext |
| spellingShingle | Chacko, George 1967- Viceira, Luis M. Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Assets (Accounting) Prices United States Forecasting Econometric models Consumption (Economics) United States Econometric models Hedging (Finance) Econometric models Portfolio management United States Econometric models Stock price forecasting United States Econometric models |
| title | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |
| title_auth | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |
| title_exact_search | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |
| title_full | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko ; Luis M. Viceira |
| title_fullStr | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko ; Luis M. Viceira |
| title_full_unstemmed | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko ; Luis M. Viceira |
| title_short | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |
| title_sort | dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |
| topic | Ökonometrisches Modell Assets (Accounting) Prices United States Forecasting Econometric models Consumption (Economics) United States Econometric models Hedging (Finance) Econometric models Portfolio management United States Econometric models Stock price forecasting United States Econometric models |
| topic_facet | Ökonometrisches Modell Assets (Accounting) Prices United States Forecasting Econometric models Consumption (Economics) United States Econometric models Hedging (Finance) Econometric models Portfolio management United States Econometric models Stock price forecasting United States Econometric models USA |
| url | http://papers.nber.org/papers/w7377.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT chackogeorge dynamicconsumptionandportfoliochoicewithstochasticvolatilityinincompletemarkets AT viceiraluism dynamicconsumptionandportfoliochoicewithstochasticvolatilityinincompletemarkets |