Portfolio selection : a target-distribution approach
Nathan Lassance, Frédéric Vrins
| Year of publication: |
2023
|
|---|---|
| Authors: | Lassance, Nathan ; Vrins, Frédéric |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 310.2023, 1 (1.10.), p. 302-314
|
| Subject: | Downside risk | Higher moments | Kullback-Leibler divergence | Portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | 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.ejor.2023.02.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340178