Gaussian and logistic adaptations of smoothed safety first (Q470737)
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scientific article; zbMATH DE number 6369121
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Gaussian and logistic adaptations of smoothed safety first |
scientific article; zbMATH DE number 6369121 |
Statements
Gaussian and logistic adaptations of smoothed safety first (English)
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13 November 2014
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semi-parametric smoothing
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portfolio selection
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Heaviside function
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safety first
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0.7692455649375916
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0.7590528726577759
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0.7426331639289856
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0.7319735288619995
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