Developing a two-stage portfolio construction model with mean absolute deviation screening and conditional value-at-risk-constrained entropy weighting

Kantšukov, Mark, juhendajaSütt, Maria-BrittaTartu Ülikool. MajandusteaduskondTartu Ülikool. Sotsiaalteaduste valdkond2026-06-172026-06-172026https://hdl.handle.net/10062/122325enAttribution-NonCommercial-NoDerivatives 4.0 Internationalhttps://creativecommons.org/licenses/by-nc-nd/4.0/magistritöödvõrguväljaandedmaster's thesesDeveloping a two-stage portfolio construction model with mean absolute deviation screening and conditional value-at-risk-constrained entropy weightingThesis