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

نویسندگان

  • Fred E. Benth
  • Kenneth H. Karlsen
  • Kristin Reikvam
چکیده

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عنوان ژورنال:
  • Finance and Stochastics

دوره 5  شماره 

صفحات  -

تاریخ انتشار 2001