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A machine learning efficient frontier - MaRDI portal

A machine learning efficient frontier (Q2661535)

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A machine learning efficient frontier
scientific article

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    title
    A machine learning efficient frontier (English)
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    author
    Brian Clark
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    Zachary Feinstein
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    Majeed Simaan
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    publication date
    7 April 2021
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    zbMATH DE Number
    7331179
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    zbMATH Keywords
    portfolio theory
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    machine learning
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    tactical asset allocation
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    estimation risk
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    describes a project that uses
    quantmod
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    glmnet
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    OpenAlex ID
    W3023802723
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