"Optimal portfolio management rules in a non-Gaussian market with ..."

Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam (2001)

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DOI: 10.1007/S007800000032

access: closed

type: Journal Article

metadata version: 2020-07-22

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Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam:
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution. Finance Stochastics 5(4): 447-467 (2001)

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