Neural network-based mean-variance-skewness model for portfolio selection
Lean Yu; Shouyang Wang; Kin Keung Lai
| Year of publication: |
2008
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|---|---|
| Authors: | Yu, Lean ; Wang, Shouyang ; Lai, Kin Keung |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 34-46
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| Subject: | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Strategie | Strategy | Risikopräferenz | Risk attitude | Theorie | Theory | Radial basis function neural network |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003665721