Pages that link to "Item:Q4610218"
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The following pages link to Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (Q4610218):
Displaying 5 items.
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Analytical VaR for international portfolios with common jumps (Q662223) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Capital distribution and portfolio performance in the mean-field Atlas model (Q2351635) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)