"Quantile-based optimal portfolio selection."

Taras Bodnar et al. (2021)

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DOI: 10.1007/S10287-021-00395-8

access: open

type: Journal Article

metadata version: 2024-06-08

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Taras Bodnar, Mathias Lindholm, Erik Thorsén, Joanna Tyrcha:
Quantile-based optimal portfolio selection. Comput. Manag. Sci. 18(3): 299-324 (2021)

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