A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns
Year of publication: |
2008
|
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Authors: | Kliber, Pawel |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | portfolio analysis | Lévy processes | jump-diffusion models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Foundations of Computing and Decision Sciences 1.34(2008): pp. 43-52 |
Classification: | G11 - Portfolio Choice ; C44 - Statistical Decision Theory; Operations Research |
Source: |
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