Big portfolio selection by graph-based conditional moments method
Zhoufan Zhu, Ningning Zhang, Ke Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Zhu, Zhoufan ; Zhang, Ningning ; Zhu, Ke |
| Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 78.2024, Art.-No. 101533, p. 1-15
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| Subject: | Asset pricing knowledge | Big data | Big portfolio selection | Domain knowledge | High-dimensional time series | Machine learning | Quantiled conditional moments | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Big Data | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Wissensmanagement | Knowledge management | Data Mining | Data mining |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015101779