"Penalized enhanced portfolio replication with asymmetric deviation measures."

Gabriele Torri, Rosella Giacometti, Sandra Paterlini (2024)

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DOI: 10.1007/S10479-023-05576-Z

access: open

type: Journal Article

metadata version: 2024-03-16

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Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332(1): 481-531 (2024)

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