Factor-based portfolio optimization
Jun Kyung Auh, Wonho Cho
| Year of publication: |
2023
|
|---|---|
| Authors: | Auh, Jun Kyung ; Cho, Wonho |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 228.2023, p. 1-8
|
| Subject: | Algorithmic trading | Factor model | Machine learning | Portfolio optimization | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Faktorenanalyse | Factor analysis | Elektronisches Handelssystem | Electronic trading | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111137 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451319