Portfolio optimization using non-Gaussian return distributions

Author(s)
Sylla, Abdoul Karim
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Advisor
Roy E. Welsch.
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Description
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.
 
Includes bibliographical references (leaves 68-71).
 
Date issued
1996
URI
http://hdl.handle.net/1721.1/11035
Department
Sloan School of Management; Massachusetts Institute of Technology. Operations Research Center
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management
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