A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492): Difference between revisions

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Latest revision as of 02:53, 18 July 2024

scientific article; zbMATH DE number 7013612
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English
A smooth non-parametric estimation framework for safety-first portfolio optimization
scientific article; zbMATH DE number 7013612

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    A smooth non-parametric estimation framework for safety-first portfolio optimization (English)
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    6 February 2019
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    portfolio optimization
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    non-parametric kernel estimation
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    safety-first
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    value at risk
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    social security fund
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