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Smoothed Semicovariance Estimation for Portfolio Selection

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

Staff Members

Employee
Dr. Alex Weissensteiner
Employee
Dr. Andrea Rigamonti

Participating Institutions