Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
George Chacko; Luis M. Viceira
| Year of publication: |
2005
|
|---|---|
| Authors: | Chacko, George ; Viceira, Luis M. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 18.2005, 4, p. 1369-1402
|
| 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: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003352847