Nonparametric portfolio efficiency measurement with higher moments
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DOI: 10.1007/s00181-020-01917-0
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More about this item
Keywords
Finance; Portfolio choice; Directional distance functions; Skewness and kurtosis;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
Statistics
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