Neural network copula portfolio optimization for exchange traded funds
Year of publication: |
May 2018
|
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Authors: | Zhao, Yang ; Stasinakis, Charalampos ; Sermpinis, Georgios ; Shi, Yukun |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 5, p. 761-775
|
Subject: | Copulas | Neural networks | Portfolio optimization | ETF | Neuronale Netze | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Indexderivat | Index derivative | Theorie | Theory | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income |
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