Optimizing Portfolio Allocation
The BlackLitterman model, BLEnd2End, uses deep learning to optimize portfolio allocation, outperforming mean-variance benchmarks and other traditional strategies.
Featured in No. 11 on 9 Aug 2023 · 2 days after release
- Released
- 7 Aug 2023
- First featured
- No. 11 · 9 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4534131
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).