A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492)
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scientific article; zbMATH DE number 7013612
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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