Portfolio optimization based on a computer simulation of securities rates of return from the bivariate normal distribution

Darko Dukic, Gordana Dukic, Mate Sesar. Portfolio optimization based on a computer simulation of securities rates of return from the bivariate normal distribution. In Proceedings of the ITI 2008 30th International Conference on Information Technology Interfaces, Dubrovnik, Croatia, June 23-26, 2008. pages 197-202, IEEE, 2008. [doi]

Abstract

Abstract is missing.