"A moment matching approach to log-normal portfolio optimization."

Elçin Çetinkaya, Aurélie Thiele (2016)

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DOI: 10.1007/S10287-016-0255-4

access: closed

type: Journal Article

metadata version: 2020-05-10

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Elçin Çetinkaya, Aurélie Thiele:
A moment matching approach to log-normal portfolio optimization. Comput. Manag. Sci. 13(4): 501-520 (2016)

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