Pages that link to "Item:Q1655780"
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The following pages link to Optimal portfolios when variances and covariances can jump (Q1655780):
Displaying 8 items.
- Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Cojumps and asset allocation in international equity markets (Q1734591) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
