Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077)
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scientific article; zbMATH DE number 7691064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach |
scientific article; zbMATH DE number 7691064 |
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Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (English)
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1 June 2023
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asset allocation
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portfolio optimization
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benchmark outperformance
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neural network
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