International portfolio choice under multi-factor stochastic volatility

Marcos Escobar-Anel, Sebastian Ferrando, Christoph Gschnaidtner and Alexey Rubtsov

Year of publication:	2022
Authors:	Escobar, Marcos ; Ferrando, Sebastian ; Gschnaidtner, Christoph ; Rubtsov, Alexey
Subject:	Foreign exchange markets \| International portfolio choice \| Portfolio choice with stochastic covariance \| Welfare loss analysis \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Volatilität \| Volatility \| Devisenmarkt \| Foreign exchange market \| Portfolio-Investition \| Foreign portfolio investment \| Stochastischer Prozess \| Stochastic process \| Anlageverhalten \| Behavioural finance

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/14697688.2021.2019820 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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