Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (Q4610218)
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scientific article; zbMATH DE number 7002113
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| English | Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market |
scientific article; zbMATH DE number 7002113 |
Statements
Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (English)
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15 January 2019
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value-at-risk
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portfolios
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jump-diffusion market
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0.8329020142555237
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0.8039565086364746
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0.8023611903190613
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0.7951518297195435
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0.7620882391929626
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