Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets (2003)

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by George Chacko , Luis M. Viceira

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@MISC{Chacko03dynamicconsumption,
    author = {George Chacko and Luis M. Viceira},
    title = {Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets },
    year = {2003}
}

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Citations

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