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An analysis of machine learning risk factors and risk parity portfolio optimization
Many academics and experts focus on portfolio optimization and risk budgeting as a topic of study. Streamlining a portfolio using machine learning methods and elements is examined, as well as a strategy for portfolio expansion that relies on the decay of a portfolio’s risk into risk factor commitmen...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9512214/ https://www.ncbi.nlm.nih.gov/pubmed/36156075 http://dx.doi.org/10.1371/journal.pone.0272521 |