Machine learning for active portfolio management
Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi, and Mehrshad Motahari
| Year of publication: |
2021
|
|---|---|
| Authors: | Bartram, Söhnke M. ; Branke, Jürgen ; De Rossi, Giuliano ; Motahari, Mehrshad |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 3, p. 9-30
|
| Subject: | Big data/machine learning | portfolio construction | exchange-traded funds and applications | performance measurement | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Indexderivat | Index derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613533