Sigmaringer Strasse 25
Nuertingen-Geislingen University of Applied Sciences
structured products, risk measures, optimal expected utility, implied risk aversion
portfolio optimization, risk measures, value at risk, optimal expected utility
This is a Wiley Blackwell - Medium Tier paper. Wiley Blackwell - Medium Tier charges $49.00 .
File name: JTSA.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Fractional Lévy processes, Mandelbrot–Van Ness kernel, long memory, forecasting, FICARMA, FIECOGARCH
This page was processed by aws-apollo4 in 0.188 seconds