Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino. Discrete Time Portfolio Selection with Lévy Processes. In Hujun Yin, Peter Tiño, Emilio Corchado, William Byrne, Xin Yao, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2007, 8th International Conference, Birmingham, UK, December 16-19, 2007, Proceedings. Volume 4881 of Lecture Notes in Computer Science, pages 1032-1041, Springer, 2007. [doi]
Abstract is missing.