@misc{AschebergBrangerKraft2013,
  author    = {Marius Ascheberg and Nicole Branger and Holger Kraft},
  title     = {When do jumps matter for portfolio optimization? : [Version 29 April 2013]},
  booktitle = {SAFE working paper series ; No. 16},
  number    = {Version 29 April 2013},
  doi       = {10.2139/ssrn.2259630},
  url       = {http://ssrn.com/abstract=2259630},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {16},
  type      = {workingpaper},
  pages     = {34},
  year        = {2013},
}