Optimal Portfolio management Rules in a Non-Gaussian Market with Durability and intertemporal Substitution

Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin
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https://hdl.handle.net/1956/19537
Date
2000-05
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Department of Mathematics, University of Bergen
Series
Department of Applied Mathematics report
144
Copyright
Copyright the Department of Mathematics, University of Bergen