Article
- Title:
- Machine Learning Portfolios with Equal Risk Contributions: Evidence from the Brazilian Market
- Author:
-
Alexandre Rubesam
(U Lille,
ISEG, UTL)
- 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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