Optimal portfolios when volatility can jump
Nicole Branger, Christian Schlag, Eva Schneider
| Year of publication: |
2008
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|---|---|
| Authors: | Branger, Nicole ; Schlag, Christian ; Schneider, Eva |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 6, p. 1087-1097
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| Subject: | Theorie | Theory | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003733829