An empirical analysis of the cardinality constrained expectile-based VaR portfolio optimization problem

Autor:	Avci, Mualla Gonca, Avci, Mustafa
Zdroj:	In Expert Systems With Applications 30 December 2021 186
Databáze:	ScienceDirect
Externí odkaz:	Zobrazit plný text záznamu Full Text from ScienceDirect