When smart beta meets machine learning and portfolio optimization
Jason Hsu, Xiaoyang Liu, Vivek Viswanathan, and Yingfan Xia
| Year of publication: |
2022
|
|---|---|
| Authors: | Hsu, Jason C. ; Liu, Xiaoyang ; Viswanathan, Vivek ; Xia, Yingfan |
| Published in: |
The journal of beta investment strategies. - London : Portfolio Management Research, With Intelligence Ltd., ISSN 2771-6511, ZDB-ID 3158164-X. - Vol. 13.2022, 4, p. 123-146
|
| Subject: | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Betafaktor | Beta risk | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jbis.2022.1.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014233109