Machine learning, economic regimes and portfolio optimisation
John M. Mulvey, Han Hao and Nongchao Li
| Year of publication: |
2018
|
|---|---|
| Authors: | Mulvey, John M. ; Hao, Han ; Li, Nongchao |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 2.2018, 4, p. 260-282
|
| Subject: | portfolio models | asset allocation | economic regimes | machine learning | classification | factor investing | worst-case events | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000019