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]
@article{MeadeBA21,
title = {Quantitative portfolio selection: Using density forecasting to find consistent portfolios},
author = {Nigel Meade and John E. Beasley and C. J. Adcock},
year = {2021},
doi = {10.1016/j.ejor.2020.06.033},
url = {https://doi.org/10.1016/j.ejor.2020.06.033},
researchr = {https://researchr.org/publication/MeadeBA21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {288},
number = {3},
pages = {1053-1067},
}