"A smooth non-parametric estimation framework for safety-first portfolio optimization" by Haixiang Yao

Selected Works of Yong Li

Article

A smooth non-parametric estimation framework for safety-first portfolio optimization

Quantitative Finance (2015)

Haixiang Yao
Karen Benson

Link

Disciplines

Portfolio and Security Analysis

Publication Date

2015

Citation Information

Haixiang Yao and Karen Benson. "A smooth non-parametric estimation framework for safety-first portfolio optimization" Quantitative Finance (2015)
Available at: http://works.bepress.com/yong_li/17/