Portfolio and consumption decisions under mean-reverting returns: An exact solution for complete markets

Journal of Financial and Quantitative Analysis

Volumn 37, Issue 1, 2002, Pages 63-91

  Wachter, Jessica A ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036003373     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/3594995     Document Type: Article

References (30)

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