Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
Work
Year: 2001
Type: article
Source: Finance and Stochastics
Institutions Aarhus University, University of Bergen
Cites: 17
Cited by: 66
Related to: 10
FWCI: 3.101
Citation percentile (by year/subfield): 94.02
Subfield: Finance
Domain: Social Sciences
Open Access status: closed