Robust portfolio management : a novel multi-task learning model fusing predicted returns and residual data under the framework of Mean-VaR
Qingyun He, Chuanyang Hong, Liang Xu and Ling Li
| Year of publication: |
2025
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|---|---|
| Authors: | He, Qingyun ; Hong, Chuanyang ; Xu, Liang ; Li, Ling |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 76.2025, 7, p. 1466-1480
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| Subject: | multi-task learning | anomaly detection | Chinese financial market | residual data | Robust portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Lernprozess | Learning process | China | Prognoseverfahren | Forecasting model | Robustes Verfahren | Robust statistics | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2024.2438333 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015551942