Risk analysis of portfolio selection based on kernel density estimation

DOI10.1007/978-3-030-31041-7_32OpenAlexW3008345892MaRDI QIDQ2215930

Junzo Watada

Publication date: 15 December 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-31041-7_32

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Related Items (2)

Title not available (Why is that?) ⋮ Kurtosis-based risk parity: methodology and portfolio effects

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