Portfolio Performance Evaluation with Leptokurtic Asset Returns

Chin-Wen Wu, Chou-Wen Wang, Yang-Cheng Chen. Portfolio Performance Evaluation with Leptokurtic Asset Returns. In Fiona Nah, Keng Siau, editors, HCI in Business, Government and Organizations - 10th International Conference, HCIBGO 2023, Held as Part of the 25th HCI International Conference, HCII 2023, Copenhagen, Denmark, July 23-28, 2023, Proceedings, Part II. Volume 14039 of Lecture Notes in Computer Science, pages 225-241, Springer, 2023. [doi]

Abstract

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