Supervised portfolios
Year of publication: |
2022
|
---|---|
Authors: | Chevalier, Guillaume ; Coqueret, Guillaume ; Raffinot, Thomas |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 12, p. 2275-2295
|
Subject: | Asset allocation | Boosted trees | Portfolio choice | Supervised learning | Portfolio-Management | Portfolio selection | Bankenaufsicht | Banking supervision | Theorie | Theory |
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