When Bayes-Stein meets machine learning: a generalized approach for portfolio optimization
Files
First author draft
Date
2022-09-30
Authors
Gounopoulos, Dimitrios
Platanakis, Emmanouil
Tsoukalas, Gerry
Wu, Haoran
Version
First author draft
OA Version
Citation
Gounopoulos, Dimitrios and Platanakis, Emmanouil and Tsoukalas, Gerry and Wu, Haoran, When Bayes-Stein Meets Machine Learning: A Generalized Approach for Portfolio Optimization (July 21, 2023). FMA Europe 2023, 2022 Chinese Finance Annual Meeting (CFAM), 2023 University of Bristol Workshop in Data Science & Machine Learning in Finance, EFMA 2023, the 2022 Cardiff University Fintech Conference, Available at SSRN: https://ssrn.com/abstract=4229499 or http://dx.doi.org/10.2139/ssrn.4229499