Factor-based portfolio optimization (Q6093697)
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scientific article; zbMATH DE number 7736466
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Factor-based portfolio optimization |
scientific article; zbMATH DE number 7736466 |
Statements
Factor-based portfolio optimization (English)
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12 September 2023
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portfolio optimization
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factor model
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algorithmic trading
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machine learning
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0.7417927384376526
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0.7355818152427673
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0.7132365107536316
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0.705076277256012
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0.7020304203033447
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