Optimal REIT portfolio selection using machine learning
Wendi Zhang, Bin Li and Tarlok Singh, Alan Wee-Chung Liew, Eduardo Roca
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Wendi ; Li, Bin ; Singh, Tarlok ; Liew, Alan Wee-Chung ; Roca, Eduardo |
| Published in: |
Journal of alternative finance. - London : Sage Publications, ISSN 2753-3743, ZDB-ID 3177877-X. - Vol. 2.2025, 1, p. 45-68
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| Subject: | REIT portfolio | genetic algorithm | mean-variance method | portfolio optimization | Portfolio-Management | Portfolio selection | Immobilienfonds | Real estate fund | Künstliche Intelligenz | Artificial intelligence | Mathematische Optimierung | Mathematical programming | Evolutionärer Algorithmus | Evolutionary algorithm | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/27533743241313464 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015481307