Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785)
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scientific article; zbMATH DE number 7194349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking |
scientific article; zbMATH DE number 7194349 |
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Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (English)
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28 April 2020
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high-dimensional index tracking
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sparse portfolio
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composite quantile regression
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