International Portfolio Choice Under Multi-Factor Stochastic Volatility
Year of publication: |
2016
|
---|---|
Authors: | Escobar, Marcos |
Other Persons: | Ferrando, Sebastian (contributor) ; Rubtsov, Alexey (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2709483 [DOI] |
Classification: | F31 - Foreign Exchange ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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