Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923)
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scientific article; zbMATH DE number 7557632
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| English | Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection |
scientific article; zbMATH DE number 7557632 |
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Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (English)
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15 July 2022
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portfolio selection
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non-Gaussian distributions
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higher-order multi-cumulant
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observed factor models
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