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.

Bibliografische gegevens
Gepubliceerd in:Review of financial economics V. 23, 1-3 (2013).
Hoofdauteur: Konermann, Patrick
Formaat: Artikel
Taal:English
Onderwerpen:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.