Can black swans be tamed with a flexible mean-variance specification?
Vasiliki Chatzikonstanti, Michail Karoglou
| Year of publication: |
2022
|
|---|---|
| Authors: | Chatzikonstanti, Vasiliki ; Karoglou, Michail |
| Subject: | black swans | latent non-linearities | stock returns | structural breaks | Strukturbruch | Structural break | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2317 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013329857