A New Approach in Non-Parametric Estimation of Returns in Mean-Downside Risk Portfolio Frontier

International Journal of Portfolio Analysis and Management
doi 10.1504/ijpam.2018.092642
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Inderscience Publishers

Related search

Higher Moment Portfolio Management With Downside Risk

American Journal of Social and Management Sciences
2011English

Interval-Valued Upside Potential and Downside Risk Portfolio Optimisation

Economic Research-Ekonomska Istrazivanja
EconomicsEconometrics
2017English

New Evidence on the Portfolio Balance Approach to Currency Returns

SSRN Electronic Journal
2019English

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

2004English

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

SSRN Electronic Journal
2004English

Non-Parametric Estimation of Decision Makers' Risk Aversion

Agricultural Economics
AgronomyEconomicsCrop ScienceEconometrics
2002English

Non-Parametric Estimation of Decision Makers' Risk Aversion

Agricultural Economics
AgronomyEconomicsCrop ScienceEconometrics
2002English

Stochastic Non-Smooth Envelopment of Data: Semi-Parametric Frontier Estimation Subject to Shape Constraints

Journal of Productivity Analysis
EconometricsEconomicsInternational ManagementBusinessSocial Sciences
2010English

Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2003English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy