A new approach in non-parametric estimation of returns in mean-downside risk portfolio frontier
Hanene Ben Salah, Ali Gannoun and Mathieu Ribatet
| Year of publication: |
2018
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|---|---|
| Authors: | Ben Salah, Hanene ; Gannoun, Ali ; Ribatet, Mathieu |
| Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2018, 2, p. 169-197
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| Subject: | downside risk | kernel method | non-parametric estimation | semivariance | portfolio allocation | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomaß | Risk measure | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJPAM.2018.092642 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253633