@misc{DoganogluHartzMittnik2006,
  author    = {Toker Doganoglu and Christoph Hartz and Stefan Mittnik},
  title     = {Portfolio optimization when risk factors are conditionally varying and heavy tailed},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2006,24},
  number    = {October 2006},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2006, 24},
  type      = {workingpaper},
  pages     = {27},
  year        = {2006},
}