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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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Optimal portfolio management rules in a non-gaussian market with durability and intertemporal substitution.pdf (29.70Mb)
URI
https://hdl.handle.net/1956/19537
Date
2000-05
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  • Department of Mathematics [637]
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

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