用机器学习增强马科维茨的投资组合选择范式
Enhancing Markowitz's portfolio selection paradigm with machine learning
Annals of Operations Research · 2024
被引 11
ABS 3
- Marcos López de Prado
- Joseph Simonian
- Francesco A. Fabozzi 通讯
- Frank J. Fabozzi
- Frank J. Fabozzi
- Frank J. Fabozzi 通讯
金融经济学投资组合理论机器学习计算金融