A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning
Year of publication: |
2022
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Authors: | Chen, Wei ; Zhang, Haoyu ; Jia, Lifen |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-19
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Subject: | Diversification | Machine learning | Mean-variance model | Portfolio selection | Stock prediction | Prognoseverfahren | Forecasting model | Portfolio-Management | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Theorie | Theory |
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