Optimal portfolio selection using quantile and composite quantile regression models

DOI10.1080/03610918.2022.2094961MaRDI QIDQ6972546zbMATH OpenFDO

Authors A. Aghamohammadi, Hassan Dadashi, Mahmood Tavoosi

Publication date 12 June 2025

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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