Quantile-based optimal portfolio selection
Crossref DOI link: https://doi.org/10.1007/s10287-021-00395-8
Published Online: 2021-04-02
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bodnar, Taras http://orcid.org/0000-0001-7855-8221
Lindholm, Mathias
Thorsén, Erik
Tyrcha, Joanna
Funding for this research was provided by:
Stockholm University
Text and Data Mining valid from 2021-04-02
Version of Record valid from 2021-04-02
Article History
Received: 23 May 2020
Accepted: 19 March 2021
First Online: 2 April 2021