Factor-based portfolio optimization
Year of publication: |
2023
|
---|---|
Authors: | Auh, Jun Kyung ; Cho, Wonho |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 228.2023, p. 1-8
|
Subject: | Algorithmic trading | Factor model | Machine learning | Portfolio optimization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Elektronisches Handelssystem | Electronic trading | Künstliche Intelligenz | Artificial intelligence | Faktorenanalyse | Factor analysis |
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