Machine Learning for Portfolio Performance
The study introduces a method to determine the impact of individual factors on portfolio performance, providing insights into the economic value of return predictability in machine learning models.
Featured in No. 28 on 6 Dec 2023 · 7 days after release
- Released
- 29 Nov 2023
- First featured
- No. 28 · 6 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4655091
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).