Data-driven portfolio management with quantile constraints - Concepedia

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Data-driven portfolio management with quantile constraints

11

Citations

25

References

2015

Year

Elçin Çetinkaya, Aurélie Thiele

Portfolio OptimizationAsset PricingData ScienceQuantile ConstraintsPortfolio SelectionManagementBusinessPortfolio ManagementFinancial EngineeringPortfolio AllocationFinanceQuantitative Management

References

	Year	Citations

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