"Non-Gaussian optimization model for systematic portfolio allocation: How ..."

Papa Momar Ndiaye (2011)

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DOI: 10.3233/RDA-2011-0048

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type: Journal Article

metadata version: 2024-10-06

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Papa Momar Ndiaye:
Non-Gaussian optimization model for systematic portfolio allocation: How to take advantage of market turbulence? Risk Decis. Anal. 2(4): 237-244 (2011)

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