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"Portfolio optimization when asset returns have the Gaussian mixture ..."
Ian Buckley, David Saunders, Luis A. Seco (2008)
- 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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