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128
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WSC
2007
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Modeling And Simulation
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WSC 2007
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Non-Gaussian asset allocation in the federal thrift savings plan
15 years 5 months ago
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www.informs-sim.org
Historical data suggest that returns of stocks and indices are not distributed independent and identically Normal, as is commonly assumed. Instead, returns of financial assets are...
Scott T. Nestler
claim paper
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