Risk-Adjusted Performance And Semi-Moments Of Non-Gaussian Portfolio Returns Distributions
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Keywords
Lower partial moment; Kappa Index; Linear Portfolio; Elliptical port- folio; Performance Measure; GO-GARCH; Lower partial moment Kappa Index Linear Portfolio Elliptical portfolio; Performance Measure; GO-GARCH; Lower partial moment; Kappa Index; Linear Portfolio; Elliptical portfolio; Performance Measure; GO-GARCH;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2023-07-31 (Risk Management)
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