Mean-variance and mean-semivariance portfolio selection : a multivariate nonparametric approach

von Ben Salah, Hanene
Veröffentlicht in Financial markets and portfolio management (2018)

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier

von Ben Salah, Hanene
Veröffentlicht in International Finance Conference (8. : 2015 : Paris) Risk management decisions and wealth management in financial economics (2018)