Article

Title:
Machine Learning Portfolios with Equal Risk Contributions: Evidence from the Brazilian Market
Journal:
Emerging Markets Review
Year:
2022
Volume:
51
JEL codes:
C45 - Neural Networks and Related Topics
G11 - Portfolio Choice; Investment Decisions
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
DOI:
10.1016/j.ememar.2022.100891
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