Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Centre for Economic Policy Research
2005
|
| Schriftenreihe: | Discussion paper series / Centre for Economic Policy Research
4913 : Financial economics |
| Beschreibung: | 49, [11] S. graph. Darst. 22 cm |
Internformat
MARC
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| 245 | 1 | 0 | |a Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |c George Chacko and Luis M. Viceira |
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Datensatz im Suchindex
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| id | DE-604.BV023560960 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:37:53Z |
| indexdate | 2024-07-09T21:24:32Z |
| institution | BVB |
| language | English |
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| physical | 49, [11] S. graph. Darst. 22 cm |
| publishDate | 2005 |
| publishDateSearch | 2005 |
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| publisher | Centre for Economic Policy Research |
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| series2 | Discussion paper series / Centre for Economic Policy Research |
| spelling | Chacko, George 1967- Verfasser (DE-588)124785514 aut Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko and Luis M. Viceira London Centre for Economic Policy Research 2005 49, [11] S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 4913 : Financial economics Viceira, Luis M. Verfasser (DE-588)129192252 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London> Discussion paper 4913 (DE-604)BV023545932 4913 |
| spellingShingle | Chacko, George 1967- Viceira, Luis M. Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets |
| 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_exact_search_txtP | 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 and Luis M. Viceira |
| title_fullStr | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko and Luis M. Viceira |
| title_full_unstemmed | Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets George Chacko and 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 |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT chackogeorge dynamicconsumptionandportfoliochoicewithstochasticvolatilityinincompletemarkets AT viceiraluism dynamicconsumptionandportfoliochoicewithstochasticvolatilityinincompletemarkets |