Recursive Portfolio Selection with Decision Trees
Year of publication: |
2008-01
|
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Authors: | Andriyashin, Anton ; Härdle, Wolfgang ; Timofeev, Roman |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | CART | decision trees in finance | nonlinear decision rules | asset management | portfolio optimisation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2008-009 27 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C49 - Econometric and Statistical Methods: Special Topics. Other ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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