Open AccessAn analysis of machine learning risk factors and risk parity portfolio optimization
Author(s) -
Liyun Wu,
Muneeb Ahmad,
Salman Ali Qureshi,
Kashif Raza,
Yousaf Ali Khan
Publication year - 2022
Publication title -
plos one
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0272521
Subject(s) - portfolio , portfolio optimization , computer science , modern portfolio theory , curse of dimensionality , spectral risk measure , mathematical finance , actuarial science , econometrics , machine learning , artificial intelligence , economics , financial economics
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