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European journal of operational research : EJOR
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A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Li, Yuying
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 189-204
Persistent link: https://www.econbiz.de/10012058861
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Across-time risk-aware strategies for outperforming a benchmark
Staden, Pieter M. van
;
Forsyth, Peter A.
;
Li, Yuying
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 776-800
Persistent link: https://www.econbiz.de/10014456636
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Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment
Ni, Chendi
;
Li, Yuying
;
Forsyth, Peter A.
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 753-777
Persistent link: https://www.econbiz.de/10015050794
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