An Overview of Machine Learning for Portfolio Optimization.

Autor: Lee, Yongjae1 (AUTHOR) yongjaelee@unist.ac.kr, Kim, Jang Ho2 (AUTHOR) janghokim@korea.ac.kr, Kim, Woo Chang3 (AUTHOR) wkim@kaist.ac.kr, Fabozzi, Frank J.4 (AUTHOR) ffabozz1@jhu.edu
Zdroj: Journal of Portfolio Management. 2024 Quantitative Tools, Vol. 51 Issue 2, p131-148. 18p.
Databáze: Business Source Ultimate
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