When do jumps matter for portfolio optimization? (Q4554219): Difference between revisions
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Revision as of 21:41, 19 March 2024
scientific article; zbMATH DE number 6976816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When do jumps matter for portfolio optimization? |
scientific article; zbMATH DE number 6976816 |
Statements
When do jumps matter for portfolio optimization? (English)
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13 November 2018
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optimal investment
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stochastic volatility
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welfare loss
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