Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (Q5089923)
From MaRDI portal
scientific article; zbMATH DE number 7557632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection |
scientific article; zbMATH DE number 7557632 |
Statements
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection (English)
0 references
15 July 2022
0 references
portfolio selection
0 references
non-Gaussian distributions
0 references
higher-order multi-cumulant
0 references
observed factor models
0 references
0 references
0 references
