%0 Journal Article %1 Fernandez2007c %A Fernandez, Viviana %A Lucey, Brian M. %D 2007 %J Physica A: Statistical Mechanics and its Applications %K Structural shifts volatility %N 2 %P 612--624 %T Portfolio management under sudden changes in volatility and heterogeneous investment horizons %U http://www.sciencedirect.com/science/article/B6TVG-4M6S928-3/1/f008a476ce6bc000b0929de4256a3e39 %V 375

@article{Fernandez2007c, added-at = {2008-04-22T10:36:30.000+0200}, author = {Fernandez, Viviana and Lucey, Brian M.}, biburl = {https://www.bibsonomy.org/bibtex/2ca0f9219376b8939b152470e74748fdf/smicha}, day = 01, description = {Physica A}, interhash = {76d8e7b59af79e163bd9b863cd2f865f}, intrahash = {ca0f9219376b8939b152470e74748fdf}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Structural shifts volatility}, month = Mar, number = 2, pages = {612--624}, timestamp = {2008-04-22T10:48:03.000+0200}, title = {Portfolio management under sudden changes in volatility and heterogeneous investment horizons}, url = {http://www.sciencedirect.com/science/article/B6TVG-4M6S928-3/1/f008a476ce6bc000b0929de4256a3e39}, volume = 375, year = 2007 }