Elçin Çetinkaya, Aurélie Thiele. A moment matching approach to log-normal portfolio optimization. Comput. Manag. Science, 13(4):501-520, 2016. [doi]
@article{CetinkayaT16a,
title = {A moment matching approach to log-normal portfolio optimization},
author = {Elçin Çetinkaya and Aurélie Thiele},
year = {2016},
doi = {10.1007/s10287-016-0255-4},
url = {http://dx.doi.org/10.1007/s10287-016-0255-4},
researchr = {https://researchr.org/publication/CetinkayaT16a},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {13},
number = {4},
pages = {501-520},
}