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~person:"Faria, Gonçalo"
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Faria, Gonçalo
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Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?
Faria, Gonçalo
;
Correia-da-Silva, João
-
Faculdade de Economia, Universidade do Porto
-
2012
to assess if this continues to be true in the presence of ambiguity. Adopting robust control and
perturbation
theory
…
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