Investment, consumption, and hedging under incomplete markets

Jianjun Miao and Neng Wang

Journal of Financial Economics, 2007, vol. 86, issue 3, 608-642

Date: 2007
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Related works:
Working Paper: Investment, Consumption, and Hedging under Incomplete Markets (2007)
Working Paper: Investment, Consumption and Hedging under Incomplete Markets (2006)
Working Paper: Investment, Consumption, and Hedging under Incomplete Markets (2006)
Working Paper: Investment, consumption and hedging under incomplete markets (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:86:y:2007:i:3:p:608-642

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