Neural network approach to portfolio optimization with leverage constraints : a case study on high inflation investment
Chendi Ni, Yuying Li and Peter Forsyth
| Year of publication: |
2024
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|---|---|
| Authors: | Ni, Chendi ; Li, Yuying ; Forsyth, Peter |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 6, p. 753-777
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| Subject: | Asset allocation | Benchmark outperformance | Cumulative tracking difference | Leveraged portfolio | Machine learning | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Theorie | Theory | Benchmarking | Inflation | Kapitalstruktur | Capital structure | Kapitalanlage | Financial investment | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2357733 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050794