A smooth non-parametric estimation framework for safety-first portfolio optimization
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Publication:4619492
DOI10.1080/14697688.2014.971857zbMath1406.91428OpenAlexW1973103789MaRDI QIDQ4619492
Haixiang Yao, Karen Benson, Yong Li
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2014.971857
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Portfolio theory (91G10)
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Cites Work
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