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Portfolio selection: a target-distribution approach - MaRDI portal

Portfolio selection: a target-distribution approach (Q6113329)

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scientific article; zbMATH DE number 7709818
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English
Portfolio selection: a target-distribution approach
scientific article; zbMATH DE number 7709818

    Statements

    title
    Portfolio selection: a target-distribution approach (English)
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    author
    Nathan Lassance
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    Frédéric Vrins
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    publication date
    11 July 2023
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    zbMATH Keywords
    portfolio optimization
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    higher moments
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    downside risk
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    Kullback-Leibler divergence
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    cites work
    Q3703094
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    Q4315010
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    Q4096256
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    Identifiers

    zbMATH DE Number
    7709818
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    OpenAlex ID
    W3093094698
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