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"Machine Learning and Portfolio Optimization."

Gah-Yi Ban, Noureddine El Karoui, Andrew E. B. Lim (2018)

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DOI: 10.1287/MNSC.2016.2644

access: closed

type: Journal Article

metadata version: 2020-06-30

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Gah-Yi Ban, Noureddine El Karoui, Andrew E. B. Lim:
Machine Learning and Portfolio Optimization. Manag. Sci. 64(3): 1136-1154 (2018)

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