When do jumps matter for portfolio optimization? (Q4554219): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:01, 7 February 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)
0 references
13 November 2018
0 references
optimal investment
0 references
stochastic volatility
0 references
welfare loss
0 references
