Quantitative portfolio selection: using density forecasting to find consistent portfolios
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Publication:2028791
DOI10.1016/j.ejor.2020.06.033zbMath1487.91126arXiv1908.08442OpenAlexW3037554409MaRDI QIDQ2028791
C. J. Adcock, Nigel Meade, John E. Beasley
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.08442
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