Quantile-based optimal portfolio selection

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Publication:2051167

DOI10.1007/s10287-021-00395-8OpenAlexW3046948291MaRDI QIDQ2051167

Taras Bodnar, Joanna Tyrcha, Erik Thorsén, Mathias Lindholm

Publication date: 24 November 2021

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-021-00395-8



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