Building Diversified Portfolios that Outperform Out-of-Sample

By Marcos López de Prado. 2016

54 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/acbe299d62d1c7818c80fdffc384b5ec1fd7d3a0