Optimal portfolio for HARA utility functions in a pure jump...

Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market

Callegaro, Giorgia, Vargiolu, Tiziano
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Volume:
11
Year:
2009
Language:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2009.022204
File:
PDF, 207 KB
english, 2009
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