Are the risks associated with jumps diversifiable?
By: by Eric Rosenfeld
Series: Working paper / Division of Research, Graduate School of Business Administration, Harvard University -- HBS 82-43; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 82-43
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1982
Place of publication: Boston, Mass. (Soldiers Field, Boston 02163)
Language: eng
Number of pages: 17
Subjects: Stocks; Prices; Mathematical models
Notes: Bibliography: leaf 17.