"An empirical analysis of the cardinality constrained expectile-based VaR ..."

Mualla Gonca Avci, Mustafa Avci (2021)

Details and statistics

DOI: 10.1016/J.ESWA.2021.115724

access: closed

type: Journal Article

metadata version: 2022-01-03

a service of  Schloss Dagstuhl - Leibniz Center for Informatics