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Communication Dans Un Congrès Année : 2015

A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier

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hal-02095499 , version 1 (10-04-2019)

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  • HAL Id : hal-02095499 , version 1

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Christian de Peretti. A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier. 2nd International Workshop on “Financial Markets and Nonlinear Dynamics", Jun 2015, Paris, France. ⟨hal-02095499⟩
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