International portfolio choice under multi-factor stochastic volatility (Q5079408)

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scientific article; zbMATH DE number 7532634
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International portfolio choice under multi-factor stochastic volatility
scientific article; zbMATH DE number 7532634

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    International portfolio choice under multi-factor stochastic volatility (English)
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    27 May 2022
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    international portfolio choice
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    portfolio choice with stochastic covariance
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    foreign exchange markets
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    welfare loss analysis
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