Can black swans be tamed with a flexible mean-variance specification?
Year of publication: |
2022
|
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Authors: | Chatzikonstanti, Vasiliki ; Karoglou, Michail |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 3, p. 3202-3227
|
Subject: | black swans | latent non-linearities | stock returns | structural breaks | Strukturbruch | Structural break | Kapitaleinkommen | Capital income | Ausreißer | Outliers | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Schwarze Menschen | Black people | Nichtlineare Regression | Nonlinear regression |
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