Data-driven portfolio management with quantile constraints.
| Autor: | Çetinkaya, Elçin1 elcin.cetinkaya@lehigh.edu, Thiele, Aurélie2 aurelie.thiele@lehigh.edu |
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| Zdroj: | OR Spectrum. Jul2015, Vol. 37 Issue 3, p761-786. 26p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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