Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (Q1615819)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier |
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Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (English)
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31 October 2018
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downside risk
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kernel method
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mean nonparametric estimation
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median nonparametric estimation
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portfolio efficient frontier
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semi-variance
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