Integrating prediction in mean-variance portfolio optimization (Q6158411)
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scientific article; zbMATH DE number 7698390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integrating prediction in mean-variance portfolio optimization |
scientific article; zbMATH DE number 7698390 |
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Integrating prediction in mean-variance portfolio optimization (English)
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20 June 2023
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data-driven optimization
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mean-variance optimization
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regression
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differentiable neural networks
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0.7187467813491821
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0.7166840434074402
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0.7087268829345703
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0.7063648104667664
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