Jump-diffusion international asset allocation
type: Item
instance of: scholarly article
title: Jump-diffusion international asset allocation
zbMATH Open document ID: 1404.91252
author: Jaeyoung Sung
published in: Mathematics and Financial Economics
publication date: 2016-06-29T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6599325
zbMATH Keywords: international asset allocation
zbMATH Keywords: jump-diffusion asset price
zbMATH Keywords: nontraded good
zbMATH Keywords: purchasing power parity
zbMATH Keywords: PPP deviation
zbMATH Keywords: inflation risk
zbMATH Keywords: exchange rate risk
zbMATH Keywords: TIPS bond
MaRDI profile type: MaRDI publication profile
full work available at URL: s11579-015-0160-6
OpenAlex ID: W2279797231
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cites work: A Dynamic Equilibrium Model of International Portfolio Holdings: Comment
cites work: Dynamic asset pricing with non-redundant forwards
cites work: A Dynamic Equilibrium Model of International Portfolio Holdings
DOI: 10.1007/S11579-015-0160-6
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description: scientific article; zbMATH DE number 6599325