Coskewness risk, correlation risk and jump risk : predictability, pricing and optimum portfolio allocation

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Serval ID
serval:BIB_173C48304F12
Type
PhD thesis: a PhD thesis.
Collection
Publications
Institution
Title
Coskewness risk, correlation risk and jump risk : predictability, pricing and optimum portfolio allocation
Author(s)
Kurmann M.
Director(s)
Jondeau  E.
Institution details
Université de Lausanne, Faculté des hautes études commerciales
Address
Faculté des hautes études commerciales (HEC)Université de LausanneUNIL - DorignyInternef - bureau 317CH-1015 LausanneSUISSE
Publication state
Accepted
Issued date
2012
Language
english
Number of pages
94
Create date
29/01/2013 12:02
Last modification date
20/08/2019 12:47
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