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International portfolio choice under multi-factor stochastic volatility - MaRDI portal

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

    Statements

    title
    International portfolio choice under multi-factor stochastic volatility (English)
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    author
    Marcos Escobar Anel
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    Christoph Gschnaidtner
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    Sebastian E. Ferrando
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    Alexey N. Rubtsov
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    publication date
    27 May 2022
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7532634
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    OpenAlex ID
    W4225552411
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