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  • Review of Financial Studies

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

By: George Chacko and Luis M. Viceira
  • Format:Print
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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).
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About The Author

Luis M. Viceira

Finance
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  • Index and Active Investing: Vanguard and the New Frontier of Active ETFs By: Marco Sammon and Luis M. Viceira
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