Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes
| Year of publication: |
2010
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|---|---|
| Authors: | Pasin, Laura ; Vargiolu, Tiziano |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 39.2010, 1, p. 65-91
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