Machine learning portfolios with equal risk contributions: evidence from the Brazilian market
收藏Mendeley Data2026-04-09 收录
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资源简介:
Sample data and code to showing an example of the implementation of the Multi-Strategy Equal Risk Contribution (MS-ERC) approach in the paper "Machine learning portfolio with equal risk contributions: evidence from the Brazilian market" (forthcoming, Emerging Markets Review).
提供机构:
Alexandre Rubesam


