An edition of Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets (1999)

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

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Dynamic consumption and portfolio choice with ...
George Chacko, George Chacko
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets (1999)

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
48

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Subjects

Assets (Accounting), Forecasting, Portfolio management, Prices, Stock price forecasting

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Edition Availability
Cover of: Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
1999, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"October 1999."

JEL no. G12.

Includes bibliographical references (p. 37-42)

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- no. 7377, Working paper series (National Bureau of Economic Research) -- working paper no. 7377.

The Physical Object

Pagination
48, [8] p. :
Number of pages
48

ID Numbers

Open Library
OL22393998M

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December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page