A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Semimartingale representation of fractional Riesz-Bessel motion
+Normal rank
@@ Property / cites work @@
+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
+Normal rank
@@ Property / cites work @@
+Term Structure Models Driven by General Levy Processes
+Normal rank
@@ Property / cites work @@
+Optimal Consumption and Portfolio Rules with Durability and Local Substitution
+Normal rank
@@ Property / cites work @@
+Optimal portfolios for exponential Lévy processes.
+Normal rank
@@ Property / cites work @@
+The normal inverse gaussian lévy process: simulation and approximation
+Normal rank