Intelligent Forecasts in Portfolio Optimization
The study proposes an optimization framework for the top 500 U.S. stocks, emphasizing the use of characteristic information for stable weights and consistent outperformance.
Featured in No. 71 on 23 Oct 2024 ·
- Released
- 21 Mar 2023
- First featured
- No. 71 · 23 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4994190
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