Autor:	Muhammad Wajid Raza, Wanbo Lu, Dong Yang, Shuang Zhao
Rok vydání:	2020
Předmět:	Curse 050208 finance Mixed frequency 05 social sciences Sampling error Asset return 0502 economics and business Econometrics Portfolio Higher order moments 050207 economics General Economics Econometrics and Finance Finance Selection (genetic algorithm) Mathematics
Zdroj:	Emerging Markets Finance and Trade. 57:4473-4493
ISSN:	1558-0938 1540-496X
DOI:	10.1080/1540496x.2020.1785862
Popis:	In the presence of non-normally distributed asset returns, an optimal portfolio selection should consider higher-order (co-)moments when no sampling errors exist. However, the curse of dimensionali...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c790d3199befde52c28f82d8ad23ca72 https://doi.org/10.1080/1540496x.2020.1785862 Zobrazit plný text záznamu