A nonparametric quantity-of-quality approach to assessing financial asset return performance
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/article/10.1007/s10436-018-0319-2/fulltext.html
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Shortfall portfolio selection: a bootstrap and k-fold analysis;Applied Economics Letters;2020-12-29
2. A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection: A role for endogenous shortfall and windfall boundaries?;Journal of the Operational Research Society;2018-10-03
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