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"Portfolio optimization when asset returns have the Gaussian mixture ..."

Ian Buckley, David Saunders, Luis A. Seco (2008)

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DOI: 10.1016/J.EJOR.2005.03.080

access: closed

type: Journal Article

metadata version: 2020-02-21

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Ian Buckley, David Saunders, Luis A. Seco:
Portfolio optimization when asset returns have the Gaussian mixture distribution. Eur. J. Oper. Res. 185(3): 1434-1461 (2008)

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