Pages that link to "Item:Q4554219"
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The following pages link to When do jumps matter for portfolio optimization? (Q4554219):
Displaying 4 items.
- Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)