Title of article

Dynamic derivative strategies

Author/Authors

Jun Liu، نويسنده , , Jun Pan، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2003

Pages

30

From page

401

To page

430

Keywords

Portfolio selection , Jumps , asset allocation , derivatives , Stochastic Volatility

Journal title

Journal of Financial Economics

Serial Year

2003

Journal title

Journal of Financial Economics

Record number

257624