Revisiting the 1/N-strategy: a neural network framework for optimal strategies
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Publication:6089408
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Cites work
- A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
- An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
- Automatic Block-Length Selection for the Dependent Bootstrap
- Computer age statistical inference. Algorithms, evidence, and data science
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- scientific article; zbMATH DE number 3126094 (Why is no real title available?)
- Multi-period portfolio selection with drawdown control
- On efficiency of mean-variance based portfolio selection in defined contribution pension schemes
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
- Optimal investment under multi-factor stochastic volatility
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models.
- The economics of risk and time
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