Mean-CVaR portfolio selection : a nonparametric estimation framework
Year of publication: |
2013
|
---|---|
Authors: | Yao, Haixiang ; Li, Zhongfei ; Lai, Yongzeng |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 40.2013, 4, p. 1014-1022
|
Subject: | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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