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- Title:
Do Jumps Matter in Discrete-Time Portfolio Optimization?
- Document type:
- Working Paper
- Author(s):
- Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi
- Non-TUM Co-author(s):
- Ja
- Cooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Year:
- 2023
- Notes:
- Working Paper submitted for publication.
- Key publication:
- Nein
- International:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
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