Dynamic asset allocation with jump risk
Weidong Xu; Chongfeng Wu; Weijun Xu; Hongyi Li
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003970172