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Early portfolio pruning: a scalable approach to hybrid portfolio selection
Driving the decisions of stock market investors is among the most challenging financial research problems. Markowitz’s approach to portfolio selection models stock profitability and risk level through a mean–variance model, which involves estimating a very large number of parameters. In addition to...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer London
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9888753/ https://www.ncbi.nlm.nih.gov/pubmed/36743270 http://dx.doi.org/10.1007/s10115-023-01832-7 |