The impact of covariance misspecification in risk-based portfolios.

David Ardia Guido Bolliger Kris Boudt Jean-Philippe Gagnon-Fleury

Published in: Ann. Oper. Res. (2017)

Keyphrases

portfolio optimization
investment decisions
information retrieval
information systems
decision making
evolutionary algorithm
influencing factors
neural network
machine learning
stock market
high risk
portfolio selection
high impact
investment strategies