A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection : a role for endogenous shortfall and windfall boundaries?
Year of publication: |
2018
|
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Authors: | Haley, M. Ryan |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 69.2018, 10, p. 1678-1687
|
Subject: | Nonparametric estimation | moment-free decision models | behavioural finance | h-index | e-index | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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