Portfolio optimization using non-Gaussian return distributions

Portfolio optimization using non-Gaussian return distributions

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.

Bibliographic Details
Main Author:	Sylla, Abdoul Karim
Other Authors:	Roy E. Welsch.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Sloan School of Management
Online Access:	http://hdl.handle.net/1721.1/11035

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