Data-driven portfolio management with quantile constraints

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Publication:2516641

DOI10.1007/s00291-015-0396-9zbMath1318.91177OpenAlexW1993128924MaRDI QIDQ2516641

Aurélie Thiele, Elçin Çetinkaya

Publication date: 3 August 2015

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00291-015-0396-9




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