Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

George Chacko ; Luis M. Viceira

Year of publication:	1999
Authors:	Chacko, George ; Viceira, Luis M.
Publisher:	Cambridge, Mass.: National Bureau of Economic Research
Subject:	Portfolio-Management \| Portfolio selection \| Konsumtheorie \| Consumption theory \| Nachfragetheorie des Haushalts \| Consumer demand theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Unvollkommener Markt \| Incomplete market \| Intertemporale Entscheidung \| Intertemporal choice \| Substitutionselastizität \| Elasticity of substitution \| Theorie \| Theory \| Schätzung \| Estimation \| Aktienmarkt \| Stock market \| USA \| United States

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