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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