Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models.

Eduardo Abi Jaber Enzo Miller Huyên Pham

Published in: SIAM J. Financial Math. (2021)

Keyphrases

portfolio selection
portfolio optimization
multistage stochastic
probabilistic model
artificial intelligence
neural network
genetic algorithm
portfolio management
evolutionary algorithm
least squares
model selection