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Optimization of multi-period portfolio model after fitting best distribution

Rezvan Kamali, Safieh Mahmoodi, Mohammad-Taghi Jahandideh
Year of publication:
2019
Authors: Kamali, Rezvan ; Mahmoodi, Safieh ; Jahandideh, Mohammad-Taghi
Published in:
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 44-50
Subject: Portfolio Optimization | Probability risk measure | Multi-period | Kernel distribution estimator | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming
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