Portfolio Variable Selection
Machine learning methods can choose predictors for optimal portfolio choice, improving portfolio performance and decreasing portfolio risk, leading to high Sharpe ratios.
Featured in No. 79 on 18 Dec 2024 · 2 days after release
- Released
- 16 Dec 2024
- First featured
- No. 79 · 18 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 5059973
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).