Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169)
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| Language | Label | Description | Also known as |
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| English | Quantile-based portfolios: post-model-selection estimation with alternative specifications |
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Quantile-based portfolios: post-model-selection estimation with alternative specifications (English)
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24 November 2021
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quantile regression
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regularization techniques
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portfolio optimization
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performance evaluation
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