Jumps and dynamic asset allocation

Review of Quantitative Finance and Accounting

Volumn 20, Issue 3, 2003, Pages 207-243

  Wu, Liuren ^a  

^a FORDHAM UNIVERSITY   (United States)

Author keywords

Asset allocation; Jumps; Non normality; Predictability; Time varying investment opportunities

Indexed keywords

EID: 26844555752     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1023699711805     Document Type: Article

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