Dynamic asset allocation with event risk
Jun Liu, A. Longstaff and Jun Pan
| Year of publication: |
2003
|
|---|---|
| Authors: | Liu, Jun ; Longstaff, Francis A. ; Pan, Jun |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 1, p. 231-260
|
| Subject: | Kapitalanlage | Financial investment | Investitionsrisiko | Investment risk | Schock | Shock | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001737272