مرکز منطقه ای اطلاع رساني علوم و فناوري - Investment, consumption, and hedging under incomplete markets

Title of article :

Investment, consumption, and hedging under incomplete markets

Author/Authors :

Jianjun Miao، نويسنده , , Neng Wang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

608

To page :

642

Keywords :

Risk aversion , Idiosyncratic risk , Precautionary Savings , Incomplete markets , Hedging , real options

Journal title :

Journal of Financial Economics

Serial Year :

2007

Journal title :

Journal of Financial Economics

Record number :

257980

Link To Document :