When Do Jumps Matter for Portfolio Optimization?
Ascheberg Marius, Branger Nicole, Kraft Holger, Seifried Frank
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2016
Journal
Quantitative Finance
Volume
16
Issue
8
Start page
1297
End page
1311
Language
English
ISSN
1469-7688
DOI
Full text