Index tracking model, downside risk and non-parametric kernel estimation (Q1657610): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Index tracking model, downside risk and non-parametric kernel estimation |
scientific article |
Statements
Index tracking model, downside risk and non-parametric kernel estimation (English)
0 references
13 August 2018
0 references
non-parametric kernel estimation
0 references
index tracking model
0 references
conditional value-at-risk
0 references