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Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?

Title
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Type
Article in International Scientific Journal
Year
2016
Authors
João Correia-da-Silva
(Author)
FEP
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Gonçalo Faria
(Author)
Other
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Journal
Vol. 22 No. 7
Pages: 601-626
ISSN: 1351-847X
Publisher: Taylor & Francis
Other information
Authenticus ID: P-00H-NMH
Type (Professor's evaluation): Scientific
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