Investment, Consumption, and Hedging under Incomplete Markets
Year of publication: |
2006-09
|
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Authors: | Miao, Jianjun ; Wang, Neng |
Institutions: | China Economics and Management Academy, Central University of Finance and Economics (CUFE) |
Subject: | real options | idiosyncratic risk | hedging | risk aversion | precautionary savings | incomplete markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Financial Economics 86 (2007), 608-642. Number 459 46 pages |
Classification: | G11 - Portfolio Choice ; G31 - Capital Budgeting; Investment Policy ; E2 - Consumption, Saving, Production, Employment, and Investment |
Source: |
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Investment, Consumption and Hedging under Incomplete Markets
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