Authors: | Loukeris, Nikolaos Livanis, Efstratios Eleftheriadis, Iordanis |
Issue Date: | 1-Jul-2014 |
Conference: | World finance conference, 2-4 July 2014, Venice, Italy |
Abstract: | We investigate the optimal portfolio selection problem incorporating fundamentals into higher order moments on a new approach to a portfolio of assets. The returns frequent skewed and excess kurtosis behavior along with investors’ preferences set a new basis of discussion. The higher order moments than the kurtosis will add extended information on investors, than the standard model. Hence a more a... |
URL: | https://www.researchgate.net/publication/260060083_Optimal_Asset_Allocation_in_Radial_Basis_Functions_Networks_and_hybrid_neuro-genetic_RBFNs_to_TLRNs_MLPs_and_Bayesian_Logistic_Regression |
URI: | https://uniwacris.uniwa.gr/handle/3000/2232 |
Type: | Conference Paper |
Department: | Department of Business Administration |
School: | School of Administrative, Economics and Social Sciences |
Affiliation: | University of West Attica (UNIWA) |
Appears in Collections: | Conference Papers or Poster or Presentation / Δημοσιεύσεις σε Συνέδρια |
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