Portfolio Selection Models Driven by Non Gaussian Price Dynamics
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KeywordsMerton Problem; Non-Gaussian World; Self Organizing Maps;
- C0 - Mathematical and Quantitative Methods - - General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G19 - Financial Economics - - General Financial Markets - - - Other
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