Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric mean-lower partial moment model and enhanced index investment |
scientific article |
Statements
Nonparametric mean-lower partial moment model and enhanced index investment (English)
0 references
22 June 2022
0 references
portfolio optimization
0 references
nonparametric kernel estimation
0 references
lower partial moment
0 references
enhanced index model
0 references
0 references
0 references
0 references
0 references