Pages that link to "Item:Q4554219"

The following pages link to When do jumps matter for portfolio optimization? (Q4554219):

Displaying 3 items.

• Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
• Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
• Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)