A comprehensive evaluation of constrained mean-expectile portfolios with short selling
Crossref DOI link: https://doi.org/10.1007/s10479-024-06224-w
Published Online: 2024-09-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dhingra, Vrinda
Sharma, Amita
Gupta, Shiv Kumar https://orcid.org/0000-0003-2613-6806
Text and Data Mining valid from 2024-09-04
Version of Record valid from 2024-09-04
Article History
Received: 7 February 2023
Accepted: 12 August 2024
First Online: 4 September 2024
Declarations
:
: The authors have no conflict of interest to declare that are relevant to the content of this paper.