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~person:"Giacometti, Rosella"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Textbook"
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
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