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Publication

Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?

Title
Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?
Type
Academic Work
Year
2012-10-01
Authors
João Correia-da-Silva
(Author)
FEP
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Gonçalo Faria
(Author)
Other
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Other information
Type (Professor's evaluation): Scientific
Documents
File name Description Size
wp472 working paper 1614.94 KB
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