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.

Bibliografiset tiedot
Julkaisussa:Review of financial economics V. 23, 1-3 (2013).
Päätekijä: Konermann, Patrick
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.