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: Artigo
Idioma:English
Subjects:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.