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Portfolio optimization using non-Gaussian return distributions

dc.contributor.advisorRoy E. Welsch.en_US
dc.contributor.authorSylla, Abdoul Karimen_US
dc.date.accessioned2005-08-18T16:07:30Z
dc.date.available2005-08-18T16:07:30Z
dc.date.copyright1996en_US
dc.date.issued1996en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/11035
dc.descriptionThesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1996.en_US
dc.descriptionIncludes bibliographical references (leaves 68-71).en_US
dc.description.statementofresponsibilityby Abdoul Karim Sylla.en_US
dc.format.extent71 leavesen_US
dc.format.extent4326073 bytes
dc.format.extent4325832 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherMassachusetts Institute of Technologyen_US
dc.rightsM.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.en_US
dc.rights.urihttp://dspace.mit.edu/handle/1721.1/7582
dc.subjectSloan School of Managementen_US
dc.titlePortfolio optimization using non-Gaussian return distributionsen_US
dc.typeThesisen_US
dc.description.degreeM.S.en_US
dc.contributor.departmentSloan School of Managementen_US
dc.contributor.departmentMassachusetts Institute of Technology. Operations Research Center
dc.identifier.oclc35994148en_US


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