Robust portfolio strategies based on reference points for personal experience and upward pacesetters
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DOI: 10.1007/s11156-024-01273-5
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- Evangelos Liaras & Michail Nerantzidis & Antonios Alexandridis, 2024. "Machine learning in accounting and finance research: a literature review," Review of Quantitative Finance and Accounting, Springer, vol. 63(4), pages 1431-1471, November.
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More about this item
Keywords
Reference dependence; Investment decision; Portfolio optimization; Clustering techniques;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G40 - Financial Economics - - Behavioral Finance - - - General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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