Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach

Noureddine Kouaissah, Sergio Ortobelli Lozza, Ikram Jebabli

Year of publication:	2022
Authors:	Kouaissah, Noureddine ; Ortobelli Lozza, Sergio ; Jebabli, Ikram
Subject:	Copulas \| Large-scale portfolio selection \| Performance measures \| Return approximation \| Semiparametric regression \| Portfolio-Management \| Portfolio selection \| Multivariate Verteilung \| Multivariate distribution \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| Performance-Messung \| Performance measurement \| Regressionsanalyse \| Regression analysis

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