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]
@article{SalahCGPT18,
title = {Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier},
author = {Hanene Ben Salah and Mohamed Chaouch and Ali Gannoun and Christian de Peretti and Abdelwahed Trabelsi},
year = {2018},
doi = {10.1007/s10479-016-2235-z},
url = {https://doi.org/10.1007/s10479-016-2235-z},
researchr = {https://researchr.org/publication/SalahCGPT18},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {262},
number = {2},
pages = {653-681},
}