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.

Xehetasun bibliografikoak
Argitaratua izan da:Review of financial economics V. 23, 1-3 (2013).
Egile nagusia: Konermann, Patrick
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.