Dynamic asset allocation with jump risk
Year of publication: |
2010
|
---|---|
Authors: | Xu, Weidong ; Wu, Chongfeng ; Xu, Weijun ; Li, Hongyi |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 12.2009/10, 3, p. 29-44
|
Subject: | CAPM | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Simulation |
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