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Co-jumps and recursive preferences in portfolio choices
Oliva, Immacolata
;
Stefani, Ilaria
- In:
Annals of finance
19
(
2023
)
3
,
pp. 291-324
Persistent link: https://www.econbiz.de/10014380566
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Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
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