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

Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin
Research report
Thumbnail
View/Open
URI
https://hdl.handle.net/1956/19537
Date
2000-05
Metadata
Show full item record
Collections
Original version
Department of Applied Mathematics report no. 144  
Publisher
Department of Mathematics, University of Bergen
Series
Department of Applied Mathematics report
144
Copyright
Copyright the Department of Mathematics, University of Bergen