Neural network-based mean–variance–skewness model for portfolio selection L Yu

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【全文链接或数据库名称(选填)】Neural network-based mean–variance–skewness model for portfolio selectionL Yu, S Wang, KK Lai - Computers & Operations Research, 2008 - Elsevier
In this study, a novel neural network-based mean–variance–skewness model for optimal
portfolio selection is proposed integrating different forecasts and trading strategies, as well
as investors' risk preference. Based on the Lagrange multiplier theory in optimization and ...
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