First-passage probability, jump models, and intra-horizon risk
Year of publication: |
2010
|
---|---|
Authors: | Bakshi, Gurdip S. ; Panayotov, George |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 95.2010, 1, p. 20-40
|
Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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