Optimal portfolios when variances and covariances can jump (Q1655780): Difference between revisions
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Latest revision as of 01:15, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios when variances and covariances can jump |
scientific article |
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Optimal portfolios when variances and covariances can jump (English)
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9 August 2018
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optimal portfolio choice
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stochastic correlation
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Wishart process
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derivatives
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jump risk
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covariance jumps
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