When do jumps matter for portfolio optimization?
Marius Ascheberg; Nicole Branger; Holger Kraft
| Year of publication: |
2013
|
|---|---|
| Authors: | Ascheberg, Marius ; Branger, Nicole ; Kraft, Holger |
| Published in: | |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010412566