Asymptotic behavior of Mean-CVaR portfolio selection model under nonparametric framework (Q2408890): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-017-3472-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2593403910
@@ Property / OpenAlex ID: W2593403910 / rank @@
+Normal rank
@@ Property / cites work @@
+Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of conditional VaR and expected shortfall
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Vast Portfolio Selection With Gross-Exposure Constraints
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
+Normal rank
@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-CVaR portfolio selection: a nonparametric estimation framework
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2408890