Title:

Is Stochastic Volatility Relevant for Dynamic Portfolio Choice under Ambiguity?

Authors:

Gonçalo Faria (U Porto, U Vigo, CEFAGE, U Évora)
João Correia da Silva (U Porto, CEF, U Porto)

Journal:

European Journal Of Finance

Year:

2016

Volume:

22

Number:

7-9

Pages:

601-626

JEL code:

G11 - Portfolio Choice; Investment Decisions