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

Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti, Abdelwahed Trabelsi. Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier. Annals OR, 262(2):653-681, 2018. [doi]

Authors

Hanene Ben Salah

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Mohamed Chaouch

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Ali Gannoun

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Christian de Peretti

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Abdelwahed Trabelsi

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