News-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and Shephard type

University dissertation from Chalmers University of Technology

Author: Carl Lindberg; Chalmers Tekniska Högskola Göteborgs Universitet.; Chalmers University Of Technology University Of Gothenburg.; [2004]

Keywords: NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik; Applied mathematics;

Abstract:

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