//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"VICEIRA, Luis M."
~subject:"stochastic volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
stochastic volatility
Intertemporal portfolio choice
1
characteristic function
1
continuous-time
1
long-term investors
1
recursive utility
1
spectral GMM
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
VICEIRA, Luis M.
Gentle, James E.
4
Härdle, Wolfgang Karl
4
McAleer, Michael
4
Haug, Stephan
3
Ishida, Isao
3
Oya, Kosuke
3
Alòs, Elisa
2
Czado, Claudia
2
Gao, Jiti
2
Mori, Yuichi
2
Brockhaus, Oliver
1
CHACKO, George
1
Casas, Isabel
1
Collin-Dufresne, Pierre
1
Creel, Michael
1
Dubois, Mathieu
1
Elhouar, Mikael
1
Fos, Vyacheslav
1
Gapeev, Pavel V.
1
Harvey, Andrew
1
Haslip, Gareth G.
1
Ishida, Ishida, I.
1
Kaishev, Vladimir K.
1
Kirkby, J. Lars
1
Klüppelberg, Claudia
1
Kristensen, Dennis
1
Leitao, Álvaro
1
Lindner, A.
1
Melenberg, Bertrand
1
Ortiz-Garcia, Luis
1
Oya, Oya, K.
1
Park, Joon Y.
1
Valchev, Stoyan
1
Werker, Bas
1
Zapp, M.
1
more ...
less ...
Institution
All
Swiss Finance Institute
1
Published in...
All
FAME Research Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
CHACKO, George
;
VICEIRA, Luis M.
-
Swiss Finance Institute
-
1999
the Duffie-Epstein (1992) formulation of recursive utility in
continuous
time
, it shows that the optimal portfolio demand …
Persistent link: https://www.econbiz.de/10005264599
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->