Equity style timing using support vector regressions
Year of publication: |
2006
|
---|---|
Authors: | Nalbantov, Georgi ; Bauer, Rob ; Sprinkhuizen-Kuyper, Ida |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 15 (15.10.), p. 1095-1111
|
Subject: | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | USA | United States | 1993-2002 |
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