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- Title:
International portfolio choice under multi-factor stochastic volatility
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar-Anel, Marcos; Ferrando, Sebastian; Gschnaidtner, Christoph; Rubtsov, Alexey
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Quantitative Finance
- Journal listet in FT50 ranking:
- nein
- Year:
- 2022
- Pages contribution:
- 1-24
- Fulltext / DOI:
- doi:10.1080/14697688.2021.2019820
- Publisher:
- Informa UK Limited
- E-ISSN:
- 1469-76881469-7696
- Date of publication:
- 20.01.2022
- Judgement review:
- 0
- Key publication:
- Ja
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Ja
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
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