Portfolio optimization using non-Gaussian return distributions

Sylla, Abdoul Karim

Portfolio optimization using non-Gaussian return distributions

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35994148-MIT.pdf

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Author(s)

Sylla, Abdoul Karim

Advisor(s)

Roy E. Welsch.

Date Issued

1996

Publisher

Massachusetts Institute of Technology

Description

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

Includes bibliographical references (leaves 68-71).

Subjects

Sloan School of Management

MIT Department

Sloan School of Management

Massachusetts Institute of Technology. Operations Research Center

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http://dspace.mit.edu/handle/1721.1/7582

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http://hdl.handle.net/1721.1/11035