An efficient approach to quantile capital allocation and sensitivity analysis
Author:
Affiliation:
1. City UniversityLondon London UK
2. Georgia State UniversityAtlanta Georgia
3. University of WaterlooWaterloo Ontario Canada
Funder
Simons Foundation
Natural Sciences and Engineering Research Council of Canada
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12211
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