1. An empirical analysis of the cardinality constrained expectile-based VaR portfolio optimization problem. (30th December 2021) Authors: Avci, Mualla Gonca; Avci, Mustafa Journal: Expert systems with applications Issue: Volume 186(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. An empirical analysis of the cardinality constrained expectile-based VaR portfolio optimization problem. (30th December 2021) Authors: Avci, Mualla Gonca; Avci, Mustafa Journal: Expert systems with applications Issue: Volume 186(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗