Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (Q1615819)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier |
scientific article; zbMATH DE number 6969445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier |
scientific article; zbMATH DE number 6969445 |
Statements
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (English)
0 references
31 October 2018
0 references
downside risk
0 references
kernel method
0 references
mean nonparametric estimation
0 references
median nonparametric estimation
0 references
portfolio efficient frontier
0 references
semi-variance
0 references
0 references
0 references
