A dynamic autoregressive expectile for time-invariant portfolio protection strategies

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Publication:1994618

DOI10.1016/j.jedc.2014.05.005zbMath1402.91915OpenAlexW3125329023MaRDI QIDQ1994618

Jean-Luc Prigent, Benjamin Hamidi, Bertrand Maillet

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01015390/file/dr201318.pdf




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