Dynamic behaviour of optimal portfolio with stochastic volatility
Yongmin Zhang and Yingxue Zhao
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhang, Yongmin ; Zhao, Yingxue |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 34.2021, 1,1, p. 352-367
|
| Subject: | Portfolio selection | portfoliodistribution | dynamicbehaviour | Heston Stochastic volatility model | incomplete market | Portfolio-Management | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2020.1788407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341632