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Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach
Ben Salah, Hanen, De Gooijer, Jan G., Gannoun, Ali, Ribatet, MathieuLanguage:
english
Journal:
Financial Markets and Portfolio Management
DOI:
10.1007/s11408-018-0317-4
Date:
October, 2018
File:
PDF, 612 KB
english, 2018