False safe haven assets : evidence from the target volatility strategy based on recurrent neural network
Tomasz Kaczmarek, Barbara Będowska-Sójka, Przemysław Grobelny, Katarzyna Perez
| Year of publication: |
2022
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|---|---|
| Authors: | Kaczmarek, Tomasz ; Będowska-Sójka, Barbara ; Grobelny, Przemysław ; Perez, Katarzyna |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 60.2022, p. 1-20
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| Subject: | Safe haven | Asset allocation strategy | Machine Learning | Recurrent neural networks | Target volatility | Neuronale Netze | Neural networks | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Experiment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101610 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412442