Título:

Machine Learning Portfolios with Equal Risk Contributions: Evidence from the Brazilian Market

Autor:

Alexandre Rubesam (U Lille, ISEG, UTL)

Revista:

Emerging Markets Review

Ano:

2022

Volume:

51

Códigos JEL:

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