Go to:
Logótipo
Comuta visibilidade da coluna esquerda
Você está em: Start > Publications > View > Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?
Publication

Publications

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
View Personal Page Send message Search for Participant Publications View Authenticus page View ORCID page
Gonçalo Faria
(Author)
Other
The person does not belong to the institution. The person does not belong to the institution. The person does not belong to the institution. Without AUTHENTICUS Without ORCID
Other information
Type (Professor's evaluation): Scientific
Documents
File name Description Size
wp472 working paper 1614.94 KB
Related Publications

Of the same authors

The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices (2011)
Academic Work
João Correia-da-Silva; Gonçalo Faria
Dynamic Consumption and Portfolio Choice with Ambiguity about Stochastic Volatility (2009)
Academic Work
Gonçalo Faria; Claúdia Ribeiro; João Correia-da-Silva
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility (2011)
Academic Work
João Correia-da-Silva; Gonçalo Faria
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity? (2016)
Article in International Scientific Journal
João Correia-da-Silva; Gonçalo Faria
A closed-form solution for options with ambiguity about stochastic volatility (2014)
Article in International Scientific Journal
João Correia-da-Silva; Gonçalo Faria
Recommend this page Top
Copyright 1996-2025 © Faculdade de Direito da Universidade do Porto  I Terms and Conditions  I Acessibility  I Index A-Z
Page created on: 2025-07-21 at 05:21:17 | Privacy Policy | Personal Data Protection Policy | Whistleblowing