Portfolio Optimization with Nonlinear Risk Budgeting using Neural Network
Log in to collectAcademic paper
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks
Ayse Sinem Uysal; Xiaoyue Li; John M. Mulvey
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.