Nonparametric portfolio efficiency measurement with higher moments
Crossref DOI link: https://doi.org/10.1007/s00181-020-01917-0
Published Online: 2020-08-01
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Krüger, Jens J.
Funding for this research was provided by:
Technische Universität Darmstadt
Text and Data Mining valid from 2020-08-01
Version of Record valid from 2020-08-01
Article History
Received: 24 October 2019
Accepted: 18 July 2020
First Online: 1 August 2020