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~isPartOf:"Journal of economic dynamics & control"
~person:"Branger, Nicole"
~person:"Kraft, Holger"
~subject:"Self-exciting processes"
~subject:"Theory"
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Branger, Nicole
Kraft, Holger
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Journal of economic dynamics & control
SAFE Working Paper
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SAFE working paper
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Review of finance : journal of the European Finance Association
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Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
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