Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

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"Dynamic consumption and portfolio choice with stochastic volatily in incomplete markets"
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"Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets"
"Dynamic consumption and portfolio choice with stochastic volatility in complete markets"
"Dynamic consumption and portfolio choice wiht stochastic volatility in incomplete markets"
"Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets"@en
"Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets"

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International Center for Financial Asset Management and Engineering (Genève)

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National Bureau of Economic Research

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National Bureau of Economic Research. NBER.

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Aktienmarkt

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Gestión de cartera Estados Unidos modelos econométricos.

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Investment.

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Konsumtheorie

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Optimaler Konsum

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Portfolio-Management

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Portfolio-Management / Konsumtheorie / Optimaler Konsum / Volatilität / Stochastischer Prozess / Unvollkommener Markt / Zeitpräferenz / Substitutionselastizität / Theorie.

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