International portfolio choice under multi-factor stochastic volatility (Q5079408)
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scientific article; zbMATH DE number 7532634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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