Optimal portfolio management rules in a non-Gaussian market...

Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution

Fred Espen Benth, Kenneth Hvistendahl Karlsen, Kristin Reikvam
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Volume:
5
Language:
english
Pages:
21
Journal:
Finance and Stochastics
DOI:
10.1007/s007800000032
Date:
October, 2001
File:
PDF, 155 KB
english, 2001
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