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.

书目详细资料
发表在:Review of financial economics V. 23, 1-3 (2013).
主要作者: Konermann, Patrick
格式: 文件
语言:English
主题:
Konermann, Patrick.
Markov analysis.
Risk aversion.
Hedging.
Volatility.