Index tracking model, downside risk and non-parametric kernel estimation
نویسندگان
چکیده
منابع مشابه
Downside risk in multiperiod tracking error models
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ژورنال
عنوان ژورنال: Journal of Economic Dynamics and Control
سال: 2018
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2018.04.008