Co-jumps and recursive preferences in portfolio choices
Immacolata Oliva, Ilaria Stefani
| Year of publication: |
2023
|
|---|---|
| Authors: | Oliva, Immacolata ; Stefani, Ilaria |
| Subject: | Asset allocation | Co-jumps | Consumption | Dynamic programming | Recursive preferences | Stochastic volatility | Wishart process | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | Volatilität | Volatility | Dynamische Optimierung | CAPM | Intertemporale Entscheidung | Intertemporal choice | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-023-00425-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380566