Brazilian ML Portfolios
The research investigates the use of machine learning to predict stock returns in Brazil, showing that an Equal Risk Contribution approach greatly enhances risk-adjusted returns.
Featured in No. 116 on 24 Oct 2025 ·
- Released
- 2 Dec 2022
- First featured
- No. 116 · 24 Oct 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).