Index tracking model, downside risk and non-parametric kernel estimation (Q1657610)
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scientific article; zbMATH DE number 6917216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Index tracking model, downside risk and non-parametric kernel estimation |
scientific article; zbMATH DE number 6917216 |
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Index tracking model, downside risk and non-parametric kernel estimation (English)
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13 August 2018
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non-parametric kernel estimation
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index tracking model
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conditional value-at-risk
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