Risk analysis of portfolio selection based on kernel density estimation

DOI10.1007/978-3-030-31041-7_32MaRDI QIDQ2215930zbMATH OpenOpenAlexFDO

Authors Junzo Watada

Publication date 15 December 2020

Full work available at URL https://doi.org/10.1007/978-3-030-31041-7_32

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Cited in

(2)

• scientific article; zbMATH DE number 1932370 (Why is no real title available?)
• Kurtosis-based risk parity: methodology and portfolio effects

This page was built for publication: Risk analysis of portfolio selection based on kernel density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2215930)