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Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility

Title
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility
Type
Academic Work
Year
2009-12
Authors
Gonçalo Faria
(Author)
Other
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Claúdia Ribeiro
(Author)
FEP
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João Correia-da-Silva
(Author)
FEP
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Other information
Type (Professor's evaluation): Scientific
Documents
File name Description Size
WP 2009_Faria_Correia-da-Silva_Ribeiro FEP Working Papers 348 1127.77 KB
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