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Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets

Hening Liu

Publication Data

Title Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets
Author Hening Liu
Contributor Manchester Business School
Publisher Manchester Business School
Publication date 2011
Publication location Manchester
Language English

Topics

Stocks
Stocks :: Econometric models
Investments
Investments :: Econometric models
Risk

Catalogue Data

OBNB ID GBB2A1382
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6

ISBD

P1053 38 leaves
P1042 Includes bibliographical references.

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Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets by Hening Liu. Published by Manchester Business School in 2011. Publication and catalogue information, links to buy online and reader comments.