Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100)

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scientific article; zbMATH DE number 7546551
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    Nonparametric mean-lower partial moment model and enhanced index investment
    scientific article; zbMATH DE number 7546551

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      Nonparametric mean-lower partial moment model and enhanced index investment (English)
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      22 June 2022
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      portfolio optimization
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      nonparametric kernel estimation
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      lower partial moment
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      enhanced index model
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