Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach
Crossref DOI link: https://doi.org/10.1007/s11408-018-0317-4
Published Online: 2018-11-01
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ben Salah, Hanen
De Gooijer, Jan G.
Gannoun, Ali
Ribatet, Mathieu
Funding for this research was provided by:
University of Amsterdam
Text and Data Mining valid from 2018-11-01
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Article History
First Online: 1 November 2018