Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?
| Autor: | Faria, Gonçalo1,2 gfaria@uvigo.es, Correia-da-Silva, João1,3 joao@fep.up.pt |
|---|---|
| Zdroj: | Working Papers (FEP) -- Universidade do Porto. Oct2012, Issue 472, preceding p1-29. 32p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|