Portfolio Optimization Variable Selection
Machine learning can identify variables for optimal portfolio choice, improving portfolio performance and reducing risk, particularly when nonlinear terms are included.
Featured in No. 59 on 31 Jul 2024 · 2 days after release
- Released
- 29 Jul 2024
- First featured
- No. 59 · 31 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4908763
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).