Nonparametric portfolio efficiency measurement with higher moments
Year of publication: |
2021
|
---|---|
Authors: | Krüger, Jens |
Subject: | Finance | Portfolio choice | Directional distance functions | Skewness and kurtosis | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution | Technische Effizienz | Technical efficiency | Nichtparametrisches Verfahren | Nonparametric statistics | Effizienz | Efficiency |
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