---
title: Brazilian ML Portfolios
url: https://www.ml-quant.com/papers/repec/eee-ememar-v-51-y-2022-i-pb-s1566014122000085/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1566014122000085%3Bh%3Drepec%3Aeee%3Aememar%3Av%3A51%3Ay%3A2022%3Ai%3Apb%3As1566014122000085
featured: 2025-10-24
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1566014122000085%3Bh%3Drepec%3Aeee%3Aememar%3Av%3A51%3Ay%3A2022%3Ai%3Apb%3As1566014122000085
- Identifier: RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085
- Released: 2022-12-02
- First featured: Quant Letter No. 116 (2025-10-24): https://www.ml-quant.com/issues/2025-10-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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