"Training trees on tails with applications to portfolio choice."

Guillaume Coqueret, Tony Guida (2020)

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DOI: 10.1007/S10479-020-03539-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/CoqueretG20
Guillaume Coqueret, Tony Guida:
Training trees on tails with applications to portfolio choice. Ann. Oper. Res. 288(1): 181-221 (2020)

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