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pro vyhledávání: '"Shivarova, Antoniya"'
The recent advancements in computational power and machine learning algorithms have led to vast improvements in manifold areas of research. Especially in finance, the application of machine learning enables both researchers and practitioners to gain
Externí odkaz:
http://arxiv.org/abs/2004.01496
The global minimum-variance portfolio is a typical choice for investors because of its simplicity and broad applicability. Although it requires only one input, namely the covariance matrix of asset returns, estimating the optimal solution remains a c
Externí odkaz:
http://arxiv.org/abs/1910.13960
The popularity of modern portfolio theory has decreased among practitioners because of its unfavorable out-of-sample performance. Estimation errors tend to affect the optimal weight calculation noticeably, especially when a large number of assets is
Externí odkaz:
http://arxiv.org/abs/1910.11840
Publikováno v:
In Expert Systems With Applications 1 June 2022 195
Akademický článek
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Autor:
Heinrich, Lars1 (AUTHOR), Shivarova, Antoniya2 (AUTHOR), Zurek, Martin2 (AUTHOR) zurek@europa-uni.de
Publikováno v:
Journal of Asset Management. Oct2021, Vol. 22 Issue 6, p464-487. 24p.
Publikováno v:
Financial Markets & Portfolio Management; Sep2021, Vol. 35 Issue 3, p309-352, 44p
Autor:
Shivarova, Antoniya
Publikováno v:
Financial Markets & Portfolio Management; Dec2021, Vol. 35 Issue 4, p555-557, 3p