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]

Authors

Darko Dukic

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Gordana Dukic

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Mate Sesar

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