Article
Review of Financial Studies

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

By: George Chacko and Luis M. Viceira

Format:Print

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).

About The Author

Luis M. Viceira

Finance

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