Asset Allocation in Markets with Contagion : The Interplay between Volatilities, Jump Intensities, and Correlations
Year of publication: |
2013
|
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Authors: | Konermann, Patrick |
Other Persons: | Meinerding, Christoph (contributor) ; Sedova, Olga (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Korrelation | Correlation | Theorie | Theory | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Financial Economics, Vol. 22, Issue 1, January 2013, 36-46 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 28, 2012 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1964616 [DOI] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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