Publication | Closed Access

Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution

Mathematical ProgrammingEconomicsPortfolio OptimizationAsset PricingNon-gaussian MarketManagementBusinessEconomic AnalysisIntertemporal Portfolio ChoiceFinancial EngineeringPortfolio AllocationPortfolio ChoiceFinanceIntertemporal SubstitutionOptimal Investment Security