Penalized enhanced portfolio replication with asymmetric deviation measures

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: 1 Online-Ressource.

Language: Englisch

Bibliographic citation: Penalized enhanced portfolio replication with asymmetric deviation measures ; day:26 ; month:9 ; year:2023 ; pages:1-51
Annals of operations research ; (26.9.2023), 1-51

Classification: Wirtschaft

Creator: Torri, Gabriele
Giacometti, Rosella
Paterlini, Sandra

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10479-023-05576-z

URN: urn:nbn:de:101:1-2023121314083770682625

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:25 AM CEST

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Torri, Gabriele
Giacometti, Rosella
Paterlini, Sandra
SpringerLink (Online service)

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Penalized enhanced portfolio replication with asymmetric deviation measures

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