Neural network copula portfolio optimization for exchange traded funds
Yang Zhao, Charalampos Stasinakis, Georgios Sermpinis and Yukun Shi
| 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
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| Subject: | Copulas | Neural networks | Portfolio optimization | ETF | Portfolio-Management | Portfolio selection | Neuronale Netze | Indexderivat | Index derivative | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1414505 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011907933