Portfolio selection in euro area with CAPM and Lower Partial Moments models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Economics and Econometrics
Link
http://link.springer.com/article/10.1007/s10258-019-00153-4/fulltext.html
Reference28 articles.
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2. Breusch TS (1978) Testing for autocorrelation in dynamic linear models. Aust Econ Pap 17(31):334–355
3. Chow KV, Lai C (2015) Conditional sharpe ratios. Financ Res Lett 12:117–133
4. Cumova D, Nawrocki D (2014) Portfolio optimization in an upside potential and downside risk framework. J Econ Bus 71:68–89
5. Elton E, Gruber M, Padberg M (1976) Simple criteria for optimal portfolio selection. J Financ 31(5):1341–1357
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