A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier

Christian de Peretti

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Date: 2015-06
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Published in 2nd International Workshop on “Financial Markets and Nonlinear Dynamics", Jun 2015, Paris, France

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Working Paper: A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier (2018)
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