"Timing portfolio strategies with exponential Lévy processes."

Sergio Ortobelli Lozza, Enrico Angelelli, Alda Ndoci (2019)

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DOI: 10.1007/S10287-018-0332-Y

access: closed

type: Journal Article

metadata version: 2023-08-28

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Sergio Ortobelli Lozza, Enrico Angelelli, Alda Ndoci:
Timing portfolio strategies with exponential Lévy processes. Comput. Manag. Sci. 16(1-2): 97-127 (2019)

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