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Brazilian ML Portfolios

The research investigates the use of machine learning to predict stock returns in Brazil, showing that an Equal Risk Contribution approach greatly enhances risk-adjusted returns.

Featured in No. 116 on 24 Oct 2025 ·

Released
2 Dec 2022
First featured
No. 116 · 24 Oct 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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