Integrating prediction in mean-variance portfolio optimization
Andrew Butler and Roy H. Kwon
| Year of publication: |
2023
|
|---|---|
| Authors: | Butler, Andrew ; Kwon, Roy H. |
| Subject: | Data-driven optimization | Differentiable neural networks | Mean-variance optimization | Regression | Neuronale Netze | Neural networks | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2162432 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232664