Article | Review of Financial Studies

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

by George Chacko and Luis M. Viceira

Keywords: Decision Choices and Conditions; Investment; Markets;

Citation:

Chacko, George, and Luis M. Viceira. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets." Review of Financial Studies 18, no. 4 (Winter 2005).