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Results for Variance-Gamma distribution; Total 1

Title

A Comparison among Portfolio Selection Strategies with Subordinated L?vy Processes

Author

Alessandro Staino, Sergio Ortobelli, Ivar Massab?
Citation

Vol. 7  No. 7  pp. 224-233

Keywords

Portfolio theory, L?vy processes, Variance-Gamma distribution, Normal Inverse Gaussian distribution

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