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Search: subject:"Exceso de retorno"
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Absolute excess return
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Active fixed-income management
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Aprendizaje automático
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Duration management
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Exceso de retorno
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Gestión activa de renta fija
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Gestión de duración
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Lasso logit regressions
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Machine learning
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Métodos econométricos y estadísticos : cuestiones especiales
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Ratios de Sharpe
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Luis, Mercedes de
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Rodríguez Alfonso, Emilio
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Machine learning applied to active fixed-income portfolio management: a Lasso logit approach
Luis, Mercedes de
;
Rodríguez Alfonso, Emilio
;
Torres, Diego
continua del modelo. Además, el modelo logra un
exceso
de
retorno
estadísticamente significativo en comparación con la …
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