Asset allocation strategies based on penalized quantile regression
Crossref DOI link: https://doi.org/10.1007/s10287-017-0288-3
Published Online: 2017-08-28
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bonaccolto, Giovanni
Caporin, Massimiliano
Paterlini, Sandra
License valid from 2017-08-28