✦ LIBER ✦

Jumps and Dynamic Asset Allocation

✍ Scribed by Liuren Wu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic Asset Allocation under Inflation

✍ Michael J. Brennan; Yihong Xia 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 394 KB

International Dynamic Asset Allocation a

✍ Devraj Basu; Roel Oomen; Alexander Stremme 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 537 KB

Dynamic Asset Allocation with Event Risk

✍ Jun Liu; Francis A. Longstaff; Jun Pan 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 290 KB

Dynamic asset allocation under VaR const

✍ Donatien Hainaut 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 588 KB

DYNAMIC ASSET ALLOCATION AND CONSUMPTION

✍ SASHA F. STOIKOV; THALEIA ZARIPHOPOULOU 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 560 KB

A Dynamic-Programming Approach to Multip

✍ Jim Musumeci; Joe Musumeci 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 88 KB