Title: Neural Networks in Tactical Asset Allocation: a Case Study
Abstract: The ultimate goal of any investment strategy is to maximize returns with the minimum risk. In the framework of modern portfolio management theory, this is achieved by constructing a portfolio of investments which is weighted in a way that achieves maximum return at minimum risk. The construction of such an optimal portfolio requires a priori estimates of asset returns and risk.
Publication Year: 1999
Publication Date: 1999-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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