Neural network predictive modeling on dynamic portfolio management: A simulation-based portfolio opt...
Neural network predictive modeling on dynamic portfolio management: A simulation-based portfolio optimization approach
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Publisher
Basel: MDPI
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Language
English
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Publisher
Basel: MDPI
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Scope and Contents
Contents
Portfolio optimization and quantitative risk management have been studied extensively since the 1990s and began to attract even more attention after the 2008 financial crisis. This disastrous occurrence propelled portfolio managers to reevaluate and mitigate the risk and return trade-off in building their clients' portfolios. The advancement of mac...
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Full title
Neural network predictive modeling on dynamic portfolio management: A simulation-based portfolio optimization approach
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TN_cdi_proquest_journals_2462826016
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2462826016
Other Identifiers
ISSN
1911-8074,1911-8066
E-ISSN
1911-8074
DOI
10.3390/jrfm13110285
