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Table 2 Parameter values for our numerical example

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

\(\alpha\)

r

\(\beta\)   

\(\sigma\)   

\(\eta\)   

\(\rho\)   

\(\mu\)   

\(\kappa\)  

\(\lambda\)

0.14

0.04

4.05 

0.32 

1.80 

0.65 

−0.31 

0.31 

0.15Â