Timing portfolio strategies with exponential Lévy processes
type: Item
instance of: scholarly article
title: Timing portfolio strategies with exponential Lévy processes
author: Sergio Ortobelli Lozza
author: Enrico Angelelli
author: Alda Ndoci
published in: Computational Management Science
publication date: 2019-02-18T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7024660
zbMATH Keywords: Lévy processes
zbMATH Keywords: applied probability
zbMATH Keywords: portfolio strategies
zbMATH Keywords: stopping times
Wikidata QID: Q115605837
MaRDI profile type: Publication
full work available at URL: s10287-018-0332-y
OpenAlex ID: W2888761543
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DOI: 10.1007/S10287-018-0332-Y
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description: scientific article; zbMATH DE number 7024660