Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
By: George Chacko, Luis M. Viceira.
Contributors: Viceira, Luis M.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7377; Working paper series (National Bureau of Economic Research) -- working paper no. 7377.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 48
Subjects: Assets (Accounting) -- Prices -- Forecasting.; Stock price forecasting.; Portfolio management.
Notes: "October 1999."

JEL no. G12.

Includes bibliographical references (p. 37-42)

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