Mean-expectile portfolio selection (Q2041013)

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Mean-expectile portfolio selection
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    title
    Mean-expectile portfolio selection (English)
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    author
    Hongcan Lin
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    David Saunders
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    Chengguo Weng
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    publication date
    15 July 2021
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    zbMATH DE Number
    7371820
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    zbMATH Keywords
    expectiles
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    portfolio selection
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    efficient frontier
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    performance measures
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    omega
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    OpenAlex ID
    W2968510887
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    Wikidata QID
    Q127339619
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