Expected return—expected loss approach to optimal portfolio investment
Crossref DOI link: https://doi.org/10.1007/s11238-022-09870-3
Published Online: 2022-02-22
Published Print: 2023-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Blavatskyy, Pavlo http://orcid.org/0000-0001-8315-8599
Funding for this research was provided by:
Université de Montpellier (ANR-10-Labex-11-01)
Text and Data Mining valid from 2022-02-22
Version of Record valid from 2022-02-22
Article History
Accepted: 16 January 2022
First Online: 22 February 2022