Two nonparametric approaches to mean absolute deviation portfolio selection model
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DOI: 10.3934/jimo.2019054
Abstract: In this paper, we apply two nonparametric approaches to mean absolute deviation (MAD) portfolio selection model. The first one is to use the nonparametric kernel mean estimation to replace the returns of assets with five… read more here.
Keywords: approaches mean; portfolio; model; two nonparametric ... See more keywords