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Portfolio Optimization under Non-Gaussian Distributions
• Jahandideh, M. T., (2011) Portfolio Optimization under Non-Gaussian Distributions, Presented in 2nd Iranian Financial Mathematics Conference, Allemeh Tabatabaei University/Tehran/Iran.
In this talk we present a survey that includes all recent results related to Portfolio Optimization problems under the condition that price movements are not necessarily Gaussian.
Conference Papers
Month/Season:
Winter
Year:
2011