Gold risk premium estimation with machine learning methods
Juan D. Díaz, Erwin Hansen, Gabriel Cabrera
| Year of publication: |
2023
|
|---|---|
| Authors: | Díaz, Juan ; Hansen, Erwin ; Cabrera, Gabriel |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-20
|
| Subject: | Big data | Combination forecasts | Gold | Machine learning | Portfolios | Risk premia | Künstliche Intelligenz | Artificial intelligence | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Big Data | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2022.100293 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477822