Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Marcos Escobar-Anel, Lorenz Theilacker, Rudi Zagst
| Year of publication: |
2023
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|---|---|
| Authors: | Escobar, Marcos ; Theilacker, Lorenz ; Zagst, Rudi |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 2, p. 505-542
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| Subject: | Dynamic portfolio optimization | Expected utility theory | Financial factors | Neural network architecture | Portfolio-Management | Portfolio selection | Theorie | Theory | Neuronale Netze | Neural networks | Erwartungsnutzen | Expected utility |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-023-00388-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443753