A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection
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More about this item
Keywords
Portfolio management; Single index; GMM;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2020-12-07 (Operations Research)
- NEP-UPT-2020-12-07 (Utility Models and Prospect Theory)
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