Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies

DOI10.1007/s10203-023-00388-zMaRDI QIDQ6089408

Marcos Escobar Anel, Lorenz Theilacker, Rudi Zagst

Publication date: 17 November 2023

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

zbMATH Keywords

expected utility theoryneural network architecturedynamic portfolio optimizationfinancial factors

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

Cites Work

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