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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

George Chacko

Publication Data

Title Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Author George Chacko
Contributors Luis M. Viceira, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2005
Publication location London
Language English

Descriptive Notes

"Financial economics" - Cover.

Topics

Stochastic analysis
Investment
Portfolio management :: Evaluation

Catalogue Data

OBNB ID GBA532926
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 49 p.
P1042 Includes bibliographical references.

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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets by George Chacko. Published by Centre for Economic Policy Research in 2005. Publication and catalogue information, links to buy online and reader comments.