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• W78865679 startingPage "347" @default.
• W78865679 abstract "Jumps call for a completely new portfolio theory: We have to integrate jump risks explicitly into portfolio planning via correction terms. Therefore, it is clearly a second-best solution either to ignore jumps as rare events or to simply adjust stocks’ mean and standard deviation and to continue to apply the optimization formulas of the pure diffusion case." @default.
• W78865679 created "2016-06-24" @default.
• W78865679 creator A5020434322 @default.
• W78865679 date "2000-01-01" @default.
• W78865679 modified "2023-09-27" @default.
• W78865679 title "How to Integrate Stock Price Jumps into Portfolio Selection" @default.
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• W78865679 doi "https://doi.org/10.1007/978-3-642-57280-7_38" @default.
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