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~isPartOf:"Optimizing optimization : the next generation of optimization applications and theory"
~person:"Cici, Gjergji"
~person:"Fabozzi, Frank J."
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Optimizing optimization : the next generation of optimization applications and theory
Working paper / Centre for Financial Research
32
The Frank J. Fabozzi series
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The journal of portfolio management : a publication of Institutional Investor
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
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