Early portfolio pruning: a scalable approach to hybrid portfolio selection

Gioia, DG; Fior, J; Cagliero, L

Fior, J (通讯作者),Politecn Torino, Dept Control & Comp Engn, Corso Duca Abruzzi 24, I-10129 Turin, Italy.

KNOWLEDGE AND INFORMATION SYSTEMS, 2023; 65 (6): 2485

Abstract

Driving the decisions of stock market investors is among the most challenging financial research problems. Markowitz's approach to portfolio selection......

Full Text Link