MBUCICI, Léon Mishindo; MWAMBA , John W. Muteba Mwamba; MBA, Jules Clement. Portfolio Optimization by Mean-Variance-Kullback-Leibler Divergence measure using the AR-GJR-GARCH Filtration: Optimization by Mean-Variance-Kullback-Leibler Divergence measure. Business and Finance Journal, [S. l.], v. 11, n. 1, p. 107–134, 2026. DOI: 10.33086/bfj.v11i1.8532. Disponível em: https://journal2.unusa.ac.id/index.php/BFJ/article/view/8532. Acesso em: 9 aug. 2026.