Login
- Titel:
Do Jumps Matter in Discrete-Time Portfolio Optimization?
- Dokumenttyp:
- Working Paper
- Autor(en):
- Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi
- Nicht-TUM Koautoren:
- Ja
- Kooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Jahr:
- 2023
- Hinweise:
- Working Paper submitted for publication.
- Key publication:
- Nein
- International:
- Ja
- commissioned:
- not commissioned
- Technology:
- Nein
- Interdisziplinarität:
- Nein
BibTeX