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A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization

Authors :
Bernardo K. Pagnoncelli
Domingo Ramírez
Hamed Rahimian
Arturo Cifuentes
Source :
Computational Economics. 62:187-204
Publication Year :
2022
Publisher :
Springer Science and Business Media LLC, 2022.

Details

ISSN :
15729974 and 09277099
Volume :
62
Database :
OpenAIRE
Journal :
Computational Economics
Accession number :
edsair.doi...........e14f0b6da0165a611a7e4297e3727239
Full Text :
https://doi.org/10.1007/s10614-022-10274-2