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Optimal portfolio allocation and asset centrality revisited
Olmo, Jose - In: Quantitative finance 21 (2021) 9, pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
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Statistical tests of distributional scaling properties for financial return series
Hallam, Mark; Olmo, Jose - In: Quantitative finance 18 (2018) 7, pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
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Optimal characteristic portfolios
McGee, Richard J.; Olmo, Jose - In: Quantitative finance 22 (2022) 10, pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
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Neural network-based automatic factor construction
Fang, Jie; Lin, Jianwu; Xia, Shutao; Xia, Zhikang; Hu, … - In: Quantitative finance 20 (2020) 12, pp. 2101-2114
Persistent link: https://www.econbiz.de/10012313587