Digital Library
Close Browse articles from a journal
 
<< previous    next >>
     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
           All articles of the corresponding issues
                                       Details for article 9 of 17 found articles
 
 
  Joint tails impact in stochastic volatility portfolio selection models
 
 
Title: Joint tails impact in stochastic volatility portfolio selection models
Author: Bonomelli, Marco
Giacometti, Rosella
Ortobelli Lozza, Sergio
Appeared in: Annals of operations research
Paging: Volume 292 () nr. 2 pages 833-848
Year: 2020-02-15
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 9 of 17 found articles
 
<< previous    next >>
 
 Koninklijke Bibliotheek - National Library of the Netherlands