Optimal asset allocation for outperforming a stochastic benchmark target
Year of publication: |
2022
|
---|---|
Authors: | Ni, Chendi ; Li, Yuying ; Forsyth, Peter ; Carroll, Ray |
Subject: | Data driven | Dynamic asset allocation | Neural network | Portfolio-Management | Portfolio selection | Theorie | Theory | Neuronale Netze | Neural networks | Benchmarking | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Kapitalanlage | Financial investment |
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