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Results for Adaptive lasso
Publications & Outputs
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
Haerdle, W., Lee Kuo Chuen, D.,
Nasekin, S.
& Petukhina, A.,
1/01/2018
,
In:
Journal of Asset Management.
19
,
1
,
p. 49-63
15 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review