Causal uncertainty in capital markets : a robust noisy-or framework for portfolio management
Joseph Simonian
| Year of publication: |
2021
|
|---|---|
| Authors: | Simonian, Joseph |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 1, p. 43-55
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| Subject: | Big data/machine learning | quantitative methods | statistical methods | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Methode | Statistical method | Risiko | Risk | Finanzmarkt | Financial market | Entscheidung unter Unsicherheit | Decision under uncertainty |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2020.1.048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486252