Optimal Portfolios When Variances and Covariances can Jump
Branger Nicole, Muck Matthias, Seifried Frank, Weisheit Stefan
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2017
Journal
Journal of Economic Dynamics and Control
Volume
85
Start page
59
End page
89
Language
English
ISSN
0165-1889
DOI