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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