Showing 61 - 70 of 253
Persistent link: https://www.econbiz.de/10011549456
Persistent link: https://www.econbiz.de/10013165402
Tail risk is a classic topic in stressed portfolio optimization to treat unprecedented risks, while the traditional mean-variance approach may fail to perform well. This study proposes an innovative semiparametric method consisting of two modeling components: the nonparametric estimation and...
Persistent link: https://www.econbiz.de/10013170237
Persistent link: https://www.econbiz.de/10012816966
Persistent link: https://www.econbiz.de/10012803300
Persistent link: https://www.econbiz.de/10012703914
Persistent link: https://www.econbiz.de/10013254553
Persistent link: https://www.econbiz.de/10013280008
Persistent link: https://www.econbiz.de/10013176940
Persistent link: https://www.econbiz.de/10013175209