Investment, consumption, and hedging under incomplete markets

An edition of Investment, consumption, and hedging under incomplete markets (2007)

Investment, consumption, and hedging under incomplete markets

By Jianjun Miao

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Publish Date

2007

Publisher

National Bureau of Economic Research

Language

eng

Pages

Description:

subjects: Risk, Real options (Finance), Consumption (Economics), Hedging (Finance), Portfolio management, Investments