Investment, Consumption and Hedging under Incomplete Markets
Year of publication: |
2005-10
|
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Authors: | Miao, Junjian ; Wang, Neng |
Institutions: | Department of Economics, Boston University |
Subject: | real options | idiosyncratic risk | hedging | risk aversion | precautionary saving | incomplete markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | published, Journal of Financial Economics 86 (2007), 608-642 Number WP2005-011 42 pages |
Classification: | G11 - Portfolio Choice ; G31 - Capital Budgeting; Investment Policy ; E2 - Consumption, Saving, Production, Employment, and Investment |
Source: |
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Investment, Consumption, and Hedging under Incomplete Markets
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