Index tracking model, downside risk and non-parametric kernel estimation
Jinbo Huang, Yong Li, Haixiang Yao
| Year of publication: |
July 2018
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|---|---|
| Authors: | Huang, Jinbo ; Li, Yong ; Yao, Haixiang |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 92.2018, p. 103-128
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| Subject: | Non-parametric kernel estimation | Index tracking model | Conditional value-at-risk | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974395