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

✍ Scribed by Fred Espen Benth; Kenneth Hvistendahl Karlsen; Kristin Reikvam

• Book ID: 106235813
• Publisher: Springer-Verlag
• Year: 2001
• Tongue: English
• Weight: 155 KB
• Volume: 5
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s007800000032