Portfolio optimization using non-Gaussian return distributions
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.
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| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1721.1/11035 |
| _version_ | 1811073665691811840 |
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| author | Sylla, Abdoul Karim |
| author2 | Roy E. Welsch. |
| author_facet | Roy E. Welsch. Sylla, Abdoul Karim |
| author_sort | Sylla, Abdoul Karim |
| collection | MIT |
| description | Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. |
| first_indexed | 2024-09-23T09:36:38Z |
| format | Thesis |
| id | mit-1721.1/11035 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T09:36:38Z |
| publishDate | 2005 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/110352019-04-12T07:23:05Z Portfolio optimization using non-Gaussian return distributions Sylla, Abdoul Karim Roy E. Welsch. Sloan School of Management Sloan School of Management Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. Includes bibliographical references (leaves 68-71). by Abdoul Karim Sylla. M.S. 2005-08-18T16:07:30Z 2005-08-18T16:07:30Z 1996 1996 Thesis http://hdl.handle.net/1721.1/11035 35994148 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 71 leaves 4326073 bytes 4325832 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology |
| spellingShingle | Sloan School of Management Sylla, Abdoul Karim Portfolio optimization using non-Gaussian return distributions |
| title | Portfolio optimization using non-Gaussian return distributions |
| title_full | Portfolio optimization using non-Gaussian return distributions |
| title_fullStr | Portfolio optimization using non-Gaussian return distributions |
| title_full_unstemmed | Portfolio optimization using non-Gaussian return distributions |
| title_short | Portfolio optimization using non-Gaussian return distributions |
| title_sort | portfolio optimization using non gaussian return distributions |
| topic | Sloan School of Management |
| url | http://hdl.handle.net/1721.1/11035 |
| work_keys_str_mv | AT syllaabdoulkarim portfoliooptimizationusingnongaussianreturndistributions |