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type_genre:"Article in journal"
~isPartOf:"Finance and stochastics"
~person:"Benth, Fred Espen"
~subject:"Portfolio selection"
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Portfolio selection
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Benth, Fred Espen
Kabanov, Jurij M.
6
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4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
2
Optimal portfolio selection with consumtion and nonlinear integro-differential equations with gradient constraint : a viscosity solution approach
Benth, Fred Espen
;
Karlsen, Kenneth Hvistendahl
; …
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 275-303
Persistent link: https://www.econbiz.de/10001599263
Saved in:
3
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
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