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Machine Learning Based Portfolio Selection Under Systemic Risk

Authors :
Weidong Lin
Abderrahim Taamouti
Source :
SSRN Electronic Journal.
Publication Year :
2023
Publisher :
Elsevier BV, 2023.

Details

ISSN :
15565068
Database :
OpenAIRE
Journal :
SSRN Electronic Journal
Accession number :
edsair.doi...........6fa31c5da916f554196dde861577b20e
Full Text :
https://doi.org/10.2139/ssrn.4342478