Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine : a case study applied to the Turkish stock market
Year of publication: |
2024
|
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Authors: | Gaggero, Giacomo ; Giribone, Pier Giuseppe ; Muselli, Marco ; Ünal, Erenay ; Verda, Damiano |
Published in: |
Risk management magazine. - Milano : Associazione Italiana Financial Industry Risk Managers (AIFIRM), ISSN 2724-2153, ZDB-ID 3139381-0. - Vol. 19.2024, 1, p. 26-49
|
Subject: | Hierarchical Risk Parity (HRP) | Modern Portfolio Theory (MPT) | Machine Learning (ML) | Logic Learning Machine (LLM) | Asset Allocation | Portfolio Optimization | Turkish Stock Market | Portfolio-Management | Portfolio selection | Türkei | Turkey | Aktienmarkt | Stock market | Risikomanagement | Risk management |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.47473/2020rmm0137 [DOI] |
Classification: | G11 - Portfolio Choice ; c58 ; C63 - Computational Techniques ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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