Cardinality-Constrained Fofs Selection Model with Time-Varying Higher Moments
Year of publication: |
[2022]
|
---|---|
Authors: | Xu, Fengmin ; Liu, Wenling ; Hua, Ziyue |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (11 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.4144359 [DOI] |
Classification: | C51 - Model Construction and Estimation ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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