Continuous-time mean-variance portfolio optimization in a jump-diffusion market
| Year of publication: |
2011
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|---|---|
| Authors: | Alp, Özge ; Korn, Ralf |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 34.2011, 1, p. 21-40
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| Publisher: |
Springer |
| Subject: | Mean-variance approach | Jump-diffusions | Portfolio optimization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925602