Intertemporal Portfolio Choice under Multiple Types of Event Risks
Year of publication: |
2008-02
|
---|---|
Authors: | Du, Du ; Zou, Heng-fu |
Institutions: | China Economics and Management Academy, Central University of Finance and Economics (CUFE) |
Subject: | portfolio choice | general framework | event risk | diffusion hedging | jump hedging | jump misspecification |
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