Enhancing Markowitz's portfolio selection paradigm with machine learning
Crossref DOI link: https://doi.org/10.1007/s10479-024-06257-1
Published Online: 2024-10-07
Published Print: 2025-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
López de Prado, Marcos
Simonian, Joseph
Fabozzi, Francesco A.
Fabozzi, Frank J. https://orcid.org/0000-0002-2827-1465
Text and Data Mining valid from 2024-10-07
Version of Record valid from 2024-10-07
Article History
Received: 19 June 2024
Accepted: 29 August 2024
First Online: 7 October 2024