A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection : A role for endogenous shortfall and windfall boundaries?

Autor:	Haley, M. Ryan
Zdroj:	The Journal of the Operational Research Society, 2018 Oct 01. 69(10), 1678-1687.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/48772801 Zobrazit plný text záznamu