Crossmark

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

Authors

Bodnar, Taras https://orcid.org/0000-0001-7855-8221
Lindholm, Mathias

Thorsén, Erik

Tyrcha, Joanna
Funding

Funding for this research was provided by:

Stockholm University
License Information

Text and Data Mining valid from 2021-04-02

Version of Record valid from 2021-04-02
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Article History

Received: 23 May 2020

Accepted: 19 March 2021

First Online: 2 April 2021