Portfolio optimization with serially correlated, skewed and fat tailed index returns (Q300967): Difference between revisions
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Revision as of 21:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with serially correlated, skewed and fat tailed index returns |
scientific article |
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Portfolio optimization with serially correlated, skewed and fat tailed index returns (English)
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29 June 2016
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unsmoothing algorithm
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utility approximation with Taylor series
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expansion
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serially correlated returns
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four moment efficient portfolios
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