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.

Detalles Bibliográficos
Publicado en:Review of financial economics V. 23, 1-3 (2013).
Autor principal: Konermann, Patrick
Formato: Artículo
Lenguaje:English
Materias:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.