A machine learning efficient frontier
Year of publication: |
2020
|
---|---|
Authors: | Clark, Brian ; Feinstein, Zachary ; Simaan, Majeed |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 5, p. 630-634
|
Subject: | Estimation risk | Machine learning | Portfolio theory | Tactical asset allocation | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Risiko | Risk |
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