@inproceedings{hentati:hal-00607105, TITLE = {{PORTFOLIO OPTIMIZATION WITHIN MIXTURE OF DISTRIBUTIONS}}, AUTHOR = {Hentati, Rania and Prigent, Jean-Luc}, URL = {https://paris1.hal.science/hal-00607105}, BOOKTITLE = {{International Conference on Applied Financial Economics}}, ADDRESS = {samos, Greece}, PUBLISHER = {{National and Kapodistrian University of Athens, Greece}}, PAGES = {565-572}, YEAR = {2011}, MONTH = Jun, KEYWORDS = {Portfolio optimization ; Mixture probability distributions}, HAL_ID = {hal-00607105}, HAL_VERSION = {v1}, }