Jumps and Dynamic Asset Allocation Liuren Wu Graduate School of Business, Fordham University, New York

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Date: 2009-05-21 17:41:46 Statistics Finance Actuarial science Decision theory Skewness Kurtosis Asset allocation Rebalancing investments Two-moment decision models Financial economics Investment Economics		Jumps and Dynamic Asset Allocation Liuren Wu Graduate School of Business, Fordham University, New York Add to Reading List Source URL: www.bnet.fordham.edu Download Document from Source Website File Size: 397,18 KB Share Document on Facebook

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