Portfolio optimization using non-Gaussian return distributions

Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. === Includes bibliographical references (leaves 68-71). === by Abdoul Karim Sylla. === M.S.

Bibliographic Details
Main Author: Sylla, Abdoul Karim
Other Authors: Roy E. Welsch.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/11035
Description
Summary:Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. === Includes bibliographical references (leaves 68-71). === by Abdoul Karim Sylla. === M.S.