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~isPartOf:"Journal of economic dynamics & control"
~person:"Poterba, James M."
~person:"Prigent, Jean-Luc"
~subject:"Portfolio-Management"
~subject:"Stock market"
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A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin
;
Maillet, Bertrand
;
Prigent, Jean-Luc
- In:
Journal of economic dynamics & control
46
(
2014
),
pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
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