Journal of Mathematical Analysis and Applications · 2010 · 45 citations · 4 references
EconomicsMultivariate Stochastic VolatilityPortfolio OptimizationAsset PricingPortfolio SelectionManagementBusinessStochastic Interest RateOptimal Portfolio ModelIntertemporal Portfolio ChoiceFinancial EngineeringPortfolio AllocationStochastic VolatilityFinancePortfolio Choice
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