Asset allocation strategies based on penalized quantile regression (Q1789637): Difference between revisions

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Latest revision as of 19:21, 16 July 2024

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Asset allocation strategies based on penalized quantile regression
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    Asset allocation strategies based on penalized quantile regression (English)
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    10 October 2018
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    quantile regression
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    \(\ell_1\)-norm penalty
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    asset allocation
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