Portfolio selection based on semivariance and distance correlation under minimum variance framework
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Publication:6067644
DOI10.1111/stan.12174OpenAlexW2924669711WikidataQ128169568 ScholiaQ128169568MaRDI QIDQ6067644
Ruili Sun, Shuangzhe Liu, Tie-Feng Ma
Publication date: 14 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/stan.12174
Actuarial science and mathematical finance (91Gxx) Multivariate analysis (62Hxx) Distribution theory (60Exx)
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