"Dynamic Asset Allocation with Expected Shortfall via Quantum Annealing."

Hanjing Xu et al. (2023)

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DOI: 10.3390/E25030541

access: open

type: Journal Article

metadata version: 2024-05-07

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  - journals/entropy/XuDPB23
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  - https://dblp.org/rec/journals/entropy/XuDPB23
Hanjing Xu, Samudra Dasgupta, Alex Pothen, Arnab Banerjee:
Dynamic Asset Allocation with Expected Shortfall via Quantum Annealing. Entropy 25(3): 541 (2023)

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