Finance and Stochastics · 2001 · 64 citations · 14 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsPortfolio ManagementAsset AllocationIntertemporal PricingInvestmentInvestment TheoryMarket RiskPortfolio TheoryDynamic Portfolio ChoiceIntertemporal Substitution EffectsMarkowitz Portfolio TheoryMulti-period Portfolio ChoiceOptimal InvestmentOptimal Portfolio ChoicePortfolio Choice Theory
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Processes of normal inverse Gaussian type
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