Work

Portfolio selection with parsimonious higher comoments estimation

Year: 2021

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2021.106115

Authors: Nathan Lassance, Frédéric Vrins

Institution: UCLouvain

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3137931172

FWCI: 2.735

Cites: 60

Cited by: 29

Related to: 10