Smoothed Semicovariance Estimation for Portfolio Selection

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Reference

Rigamonti, A., Weissensteiner, A., Ferrari, D., & Paterlini, S. (2021). Smoothed Semicovariance Estimation for Portfolio Selection. Presented at the Joint Conference EWG, CFM & FI BA, Remote.

Publication type

Presentation at Scholarly Conference

Persons

Organizational Units

  • Chair in Finance