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:	Sloan School of Management
Online Access:	http://hdl.handle.net/1721.1/11035

id	ndltd-MIT-oai-dspace.mit.edu-1721.1-11035
record_format	oai_dc
spelling	ndltd-MIT-oai-dspace.mit.edu-1721.1-110352019-05-02T15:44:45Z 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
collection	NDLTD
language	English
format	Others
sources	NDLTD
topic	Sloan School of Management
spellingShingle	Sloan School of Management Sylla, Abdoul Karim Portfolio optimization using non-Gaussian return distributions
description	Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996. === Includes bibliographical references (leaves 68-71). === by Abdoul Karim Sylla. === M.S.
author2	Roy E. Welsch.
author_facet	Roy E. Welsch. Sylla, Abdoul Karim
author	Sylla, Abdoul Karim
author_sort	Sylla, Abdoul Karim
title	Portfolio optimization using non-Gaussian return distributions
title_short	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_sort	portfolio optimization using non-gaussian return distributions
publisher	Massachusetts Institute of Technology
publishDate	2005
url	http://hdl.handle.net/1721.1/11035
work_keys_str_mv	AT syllaabdoulkarim portfoliooptimizationusingnongaussianreturndistributions
_version_	1719027131086798848

Portfolio optimization using non-Gaussian return distributions

Similar Items