Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
George Chacko and Luis M. Viceira
| Year of publication: |
2005
|
|---|---|
| Authors: | Chacko, George ; Viceira, Luis M. |
| Publisher: |
London : Centre for Economic Policy 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 |
| Extent: | 49, [11] S graph. Darst |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 4913 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002648034