A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs - researchr publication

researchr

You are not signed in
Sign in
Sign up

Andrew Papanicolaou, Hao Fu, Prashanth Krishnamurthy, Farshad Khorrami. A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs. IEEE Access, 11:16774-16792, 2023. [doi]

Abstract is missing.

runs on WebDSL