Index tracking model, downside risk and non-parametric kernel estimation (Q1657610): Difference between revisions

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Property / DOI: 10.1016/j.jedc.2018.04.008 / rank
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Latest revision as of 01:25, 11 December 2024

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Index tracking model, downside risk and non-parametric kernel estimation
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    Index tracking model, downside risk and non-parametric kernel estimation (English)
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    13 August 2018
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    non-parametric kernel estimation
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    index tracking model
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    conditional value-at-risk
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