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  Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion

  Writer : Darestani Farahani، Ahmad ؛ Talebnia، Ghodratallah ؛ Miri Lavasanib، Mohammadreza ؛ Corresponding Author : Kordlouie، Hamidreza ؛

  Journal:Advances in Mathematical Finance and Applications»Spring 2022, Volume 7 - Issue 2 ، الف (Ministry of Science/ISC (‎10 page(s) - From 467 to 476 )

  Keywords:Stock Marketportfolio optimizationNonparametric EstimationRisk measurementGeneralized Co-Lower Partial Moment

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