Andriyashin, Anton (contributor); … - 2008
; decision trees in finance ; nonlinear decision rules ; asset management portfolio optimisation …12
Keywords: CART, decision trees in finance, nonlinear decision rules, asset management,
portfolio optimisation
2
1 …. & Sfeir, D. (2003). Portable Alpha and Portable
Beta Strategies in the Eurozone, Risk and asset management research center …