Quantile– based portfolios: post– model– selection estimation with alternative specifications
Crossref DOI link: https://doi.org/10.1007/s10287-021-00396-7
Published Online: 2021-04-12
Published Print: 2021-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bonaccolto, Giovanni http://orcid.org/0000-0002-8083-5993
Text and Data Mining valid from 2021-04-12
Version of Record valid from 2021-04-12
Article History
Received: 12 September 2019
Accepted: 22 March 2021
First Online: 12 April 2021