Quantitative portfolio selection: Using density forecasting to find consistent portfolios.

Fri, 01 Jan 2021 00:00:00 +0100

Nigel Meade, John E. Beasley , Christopher J. Adcock:
Quantitative portfolio selection: Using density forecasting to find consistent portfolios. Eur. J. Oper. Res. 288(3): 1053-1067 (2021)