Pages that link to "Item:Q3523596"
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The following pages link to A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596):
Displaying 5 items.
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Representative agent pricing of financial assets based on Lévy processes with normal inverse Gaussian marginals (Q1854734) (← links)
- Mean Lower Partial Moment Valuation and Lognormally Distributed Returns (Q3779952) (← links)
- Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type (Q4409028) (← links)
- Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution (Q5957680) (← links)