Quantile regression-PCA framework in portfolio selection process

DOI10.1007/S10100-026-01026-WMaRDI QIDQ7404517zbMATH OpenFDO

Authors David Neděla, Audrius Kabasinskas, Megang Nkamga Junile Staures

Publication date 2026

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10100-026-01026-W

zbMATH Keywords

approximationperformance ratioportfolio selectionprincipal component analysisquantile regression

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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