Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini. Asset allocation strategies based on penalized quantile regression. Comput. Manag. Science, 15(1):1-32, 2018. [doi]
@article{BonaccoltoCP18,
title = {Asset allocation strategies based on penalized quantile regression},
author = {Giovanni Bonaccolto and Massimiliano Caporin and Sandra Paterlini},
year = {2018},
doi = {10.1007/s10287-017-0288-3},
url = {https://doi.org/10.1007/s10287-017-0288-3},
researchr = {https://researchr.org/publication/BonaccoltoCP18},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {15},
number = {1},
pages = {1-32},
}