A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS
BENTH, FRED ESPEN, KARLSEN, KENNETH HVISTENDAHL, REIKVAM, KRISTINVolume:
4
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024901001206
Date:
October, 2001
File:
PDF, 323 KB
english, 2001