Portfolio construction using bootstrapping neural networks : evidence from global stock market
Hsiao-Fen Hsiao, Jiang-Chuan Huang, Zheng-Wei Lin
| Year of publication: |
2020
|
|---|---|
| Authors: | Hsiao, Hsiao-Fen ; Huang, Jiang-Chuan ; Lin, Zheng-Wei |
| Published in: |
Review of derivatives research. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-7144, ZDB-ID 2004343-0. - Vol. 23.2020, 3, p. 227-247
|
| Subject: | Bootstrap | Elman neural network | Portfolio construction | International diversification | Portfolio-Management | Portfolio selection | Bootstrap-Verfahren | Bootstrap approach | Neuronale Netze | Neural networks | Theorie | Theory | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-019-09163-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303211