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Search: person:"Karlsen, K. H."
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Portfolio selection
4
Portfolio-Management
4
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4
Theory
4
Statistical distribution
2
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2
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1
Dynamic programming
1
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English
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Benth, Fred Espen
4
Hvistendahl Karlsen, Kenneth
4
Reikvam, Kristin
3
Reikvam, K.
2
Benth, F. E.
1
Benth, F.E.
1
Dahl, Lars O.
1
Karlsen, K. H.
1
Karlsen, K.H.
1
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International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
5
OLC EcoSci
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1
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Saved in:
2
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
3
Merton's Portfolio Optimization Problem in a Black and Scholes Market with Non-Gaussian Stochastic Volatility of Ornstein-Uhlenbeck Type
Benth, F.E.
;
Karlsen, K.H.
;
Reikvam, K.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10008215656
Saved in:
4
A note on portfolio management under non-Gaussian logreturns
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 711-731
Persistent link: https://www.econbiz.de/10001612203
Saved in:
5
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10001614597
Saved in:
6
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
Benth, F. E.
;
Karlsen, K. H.
;
Reikvam, K.
-
2000
Persistent link: https://www.econbiz.de/10001500139
Saved in:
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