Financial Innovation

Table 1 Parameter values for our numerical example

From: Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets

\(\alpha\)	r	\(\beta\)	\(\sigma\)	\(\eta\)	\(\rho\)	\(\mu\)	\(\kappa\)	\(\lambda\)
0.15	0.04	5.32	0.25	4.78	−0.62	−0.24	0.23	1.64

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