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"Quantile- based portfolios: post- model- selection estimation with ..."

Giovanni Bonaccolto (2021)

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DOI: 10.1007/S10287-021-00396-7

access: closed

type: Journal Article

metadata version: 2021-08-12

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Giovanni Bonaccolto:
Quantile- based portfolios: post- model- selection estimation with alternative specifications. Comput. Manag. Sci. 18(3): 355-383 (2021)

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