Mean-variance and mean-semivariance portfolio selection : a multivariate nonparametric approach
Hanen Ben Salah, Jan G. De Gooijer
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Ben Salah, Hanene ; Gooijer, Jan G. de |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 32.2018, 4, p. 419-436
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| Subject: | Downside risk | Forecasting | Multivariate kernel-based mean estimation | Multivariate kernel-based median estimation | Semivariance | Portfolio-Management | Portfolio selection | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Risiko | Risk | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-018-0317-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011952005