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.

Bibliografiska uppgifter
I publikationen:Review of financial economics V. 23, 1-3 (2013).
Huvudupphovsman: Konermann, Patrick
Materialtyp: Artikel
Språk:English
Ämnen:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.