Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Fred Epsen Benth, Kenneth Hvistendahl Karlsen, Kristin Reikvam
| Year of publication: |
2001
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|---|---|
| Authors: | Benth, Fred Espen ; Hvistendahl Karlsen, Kenneth ; Reikvam, Kristin |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 4, p. 447-467
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| Subject: | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001614597