Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644)
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scientific article; zbMATH DE number 7778401
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection based on semivariance and distance correlation under minimum variance framework |
scientific article; zbMATH DE number 7778401 |
Statements
Portfolio selection based on semivariance and distance correlation under minimum variance framework (English)
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14 December 2023
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distance correlation
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downside risk
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fat-tail
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portfolio optimization
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semivariance
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0.8921972
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0.8753015
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0.86273587
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0.86068106
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0.8587178
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0.85871214
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0.8571698
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