Deep learning for enhanced index tracking
Zhiwen Dai and Lingfei Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Dai, Zhiwen ; Li, Lingfei |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 5, p. 569-591
|
| Subject: | Deep learning | Enhanced index tracking | Index tracking | Portfolio selection | Regime switching | Portfolio-Management | Aktienindex | Stock index | Theorie | Theory | Index | Index number |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2356239 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014552105