Least Quartic regression criterion to evaluate systematic risk in the presence of co-skewness and co-kurtosis
Year of publication: |
2020
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Authors: | Arbia, Giuseppe ; Bramante, Riccardo ; Facchinetti, Silvia |
Subject: | co-skewness | co-kurtosis | least quartic criterion | systematic riskevaluation | portfolio optimization | Portfolio-Management | Portfolio selection | Risiko | Risk | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8030095 [DOI] hdl:10419/258048 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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