Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2016
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-016-2235-z