Mbucici LM, Mwamba JWMM, Mba JC. Portfolio Optimization by Mean-Variance-Kullback-Leibler Divergence measure using the AR-GJR-GARCH Filtration: Optimization by Mean-Variance-Kullback-Leibler Divergence measure. BFJ [Internet]. 2026 Mar. 31 [cited 2026 Aug. 9];11(1):107-34. Available from: https://journal2.unusa.ac.id/index.php/BFJ/article/view/8532