Asset allocation strategies based on penalized quantile regression (Q1789637): Difference between revisions
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Revision as of 14:58, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation strategies based on penalized quantile regression |
scientific article |
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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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