Risk management of financial crises: an optimal investment strategy with multivariate jump-diffusion models (Q4563802)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk management of financial crises: an optimal investment strategy with multivariate jump-diffusion models |
scientific article; zbMATH DE number 6880362
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk management of financial crises: an optimal investment strategy with multivariate jump-diffusion models |
scientific article; zbMATH DE number 6880362 |
Statements
RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (English)
0 references
4 June 2018
0 references
financial crisis
0 references
asset allocation
0 references
subordinators
0 references
idiosyncratic jump
0 references
systematic jump
0 references
multivariate jump-diffusion process
0 references
0 references
0 references
0 references
0 references
0 references
0.7274137139320374
0 references
0.7233068943023682
0 references
0.7138662934303284
0 references
0.6969025135040283
0 references
0.6962365508079529
0 references
