"Asset allocation strategies based on penalized quantile regression."

Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini (2018)

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DOI: 10.1007/S10287-017-0288-3

access: closed

type: Journal Article

metadata version: 2020-10-26

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Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini:
Asset allocation strategies based on penalized quantile regression. Comput. Manag. Sci. 15(1): 1-32 (2018)

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