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subject:"Portfolio-Management"
person:"Palomino, Frédéric"
~person:"Prigent, Jean-Luc"
~isPartOf:"Journal of economic dynamics & control"
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Palomino, Frédéric
Prigent, Jean-Luc
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Journal of economic dynamics & control
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A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
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