Pages that link to "Item:Q1789637"
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The following pages link to Asset allocation strategies based on penalized quantile regression (Q1789637):
Displaying 6 items.
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Tail risks in large portfolio selection: penalized quantile and expectile minimum deviation models (Q4991070) (← links)
- A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
