Index tracking model, downside risk and non-parametric kernel estimation (Q1657610)
From MaRDI portal
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
