Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment
Year of publication: |
2024
|
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Authors: | Ni, Chendi ; Li, Yuying ; Forsyth, Peter A. |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 6, p. 753-777
|
Subject: | Asset allocation | Benchmark outperformance | Cumulative tracking difference | Leveraged portfolio | Machine learning | Portfolio-Management | Portfolio selection | Theorie | Theory | Neuronale Netze | Neural networks | Benchmarking |
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