Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
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
|
Subject: | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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