Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967)
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scientific article; zbMATH DE number 7905453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized enhanced portfolio replication with asymmetric deviation measures |
scientific article; zbMATH DE number 7905453 |
Statements
Penalized enhanced portfolio replication with asymmetric deviation measures (English)
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3 September 2024
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finance
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index replication
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asymmetric deviation measures
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regularization
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portfolio optimization
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