Dynamic Asset Allocation with Event Risk

Author:

Liu Jun,Longstaff Francis A.,Pan Jun

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference43 articles.

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4. An empirical investigation of continuous-time equity return models;Andersen;Journal of Finance,2002

5. International asset allocation with time-varying correlations;Ang;Review of Financial Studies,2000

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