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Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?

Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?

Articles, Macroeconomics and Monetary Economics, Mathematical and Quantitative Methods, Microeconomics

Faria, Gonçalo and João Correia-da-Silva (2016); Is stochastic Volatility Relevant for Dynamic Portfolio Choice Under Ambiguity?, European Journal of Finance, 22(7), pp. 601-626.

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