Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610)
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scientific article; zbMATH DE number 7706312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices |
scientific article; zbMATH DE number 7706312 |
Statements
Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (English)
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3 July 2023
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portfolio selection
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variance-covariance matrix
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robust estimation
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portfolio performance
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0.8216432
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0.8107811
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0.80933917
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0.80172634
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0.80031765
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0.7986032
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