DOI: 10.1007/s10479-024-06257-1

Paper Summary:

Title: Enhancing Markowitz's portfolio selection paradigm with machine learning

Author(s): López de Prado, Marcos (author);Simonian, Joseph (author);Fabozzi, Francesco A. (author);Fabozzi, Frank J. (author)

Year: 2024

DOI: 10.1007/s10479-024-06257-1

URL: https://doi.org/10.1007/s10479-024-06257-1

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2024-10-25, ∼449👍, 0💬