Asset allocation strategies based on penalized quantile regression (Q1789637)
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scientific article; zbMATH DE number 6950401
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset allocation strategies based on penalized quantile regression |
scientific article; zbMATH DE number 6950401 |
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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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0.8172815442085266
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0.7562901377677917
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0.7521932125091553
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0.7417281866073608
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0.733866274356842
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