Diversified Portfolios with Jumps in a Benchmark Framework

Author: Platen Eckhard  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.11, Iss.1, 2005-08, pp. : 1-22

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract