Quantitative portfolio selection: Using density forecasting to find consistent portfolios

Nigel Meade, John E. Beasley, C. J. Adcock. Quantitative portfolio selection: Using density forecasting to find consistent portfolios. European Journal of Operational Research, 288(3):1053-1067, 2021. [doi]

Authors

Nigel Meade

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John E. Beasley

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C. J. Adcock

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