The economic value of nonlinear predictions in asset allocation
Year of publication: |
2012
|
---|---|
Authors: | Kruse, Friedrich ; Rudolf, Markus |
Published in: |
Problems and perspectives in management : PPM ; international research journal. - Sumy : Business Perspectives, ISSN 1727-7051, ZDB-ID 2464229-0. - Vol. 10.2012, 1, p. 66-81
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | 1988-2007 |
-
The Economic Value of Nonlinear Predictions in Asset Allocation
Kruse, Friedrich, (2012)
-
Deep learning, predictability, and optimal portfolio returns
Babiak, Mykola, (2020)
-
Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred, (1998)
- More ...
-
The economic value of nonlinear predictions in asset allocation
Kruse, Friedrich, (2012)
-
The Economic Value of Nonlinear Predictions in Asset Allocation
Kruse, Friedrich, (2012)
-
Seetzen, Ulrich Jasper, (2018)
- More ...