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.

Dettagli Bibliografici
Pubblicato in:Review of financial economics V. 23, 1-3 (2013).
Autore principale: Konermann, Patrick
Natura: Articolo
Lingua:English
Soggetti:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.