@misc{AschebergBrangerKraftetal.2015,
  author    = {Marius Ascheberg and Nicole Branger and Holger Kraft and Frank Thomas Seifried},
  title     = {When do jumps matter for portfolio optimization?},
  booktitle = {SAFE working paper series ; No. 16 [Version November 25, 2015]},
  doi       = {10.2139/ssrn.2259630},
  url       = {http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2259630},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {16 [Version 2015]},
  type      = {workingpaper},
  pages     = {39},
  year        = {2015},
}