Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Ben Salah, Hanene ; Chaouch, Mohamed ; Gannoun, Ali |
| Published in: |
Risk management decisions and wealth management in financial economics. - New York, NY, USA : Springer. - 2018, p. 653-681
|
| Subject: | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Risiko | Risk | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2235-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871715