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.

Detalhes bibliográficos
Publicado no:Review of financial economics V. 23, 1-3 (2013).
Autor principal: Konermann, Patrick
Formato: Artigo
Idioma:English
Assuntos:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.