From: Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets
\(\alpha\) | r | \(\beta\) Â Â | \(\sigma\) Â Â | \(\eta\) Â Â | \(\rho\) Â Â | \(\mu\) Â Â | \(\kappa\) Â | \(\lambda\) |
---|---|---|---|---|---|---|---|---|
0.14 | 0.04 | 4.05 | 0.32 | 1.80 | 0.65 | −0.31 | 0.31 | 0.15 |