What is the optimal weight for gold in a portfolio?

Brian Lucey Maurice Peat Aleksandar Sevic Samuel A. Vigne

Published in: Ann. Oper. Res. (2021)

Keyphrases

dynamic programming
data mining
learning algorithm
case study
optimal portfolio
database
real time
data sets
information retrieval
computer vision
data structure
feature space
closed form
finding optimal
optimal weights