Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.

Asset allocation in markets with contagion The interplay between volatilities, jump intesifies, and correlations.

Bibliographische Detailangaben
Veröffentlicht in:Review of financial economics V. 23, 1-3 (2013).
1. Verfasser: Konermann, Patrick
Format: Artikel
Sprache:English
Schlagworte:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.