STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (Q3444868)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS |
scientific article |
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STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS (English)
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5 June 2007
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optimal portfolio
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locally stationary process
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locally asymptotic normality
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asymptotic efficiency
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kernel method
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