A Machine Learning-Based Hierarchical Risk Parity Approach: A Case Study of Portfolio Consisting of Stocks of the Top 30 Companies on the Tehran Stock Exchange
Objective: The problem of securities optimization is a significant financial problem, and the issue of choosing the optimal stock portfolio has long occupied the minds of investment professionals. Under uncertain conditions, it is essential to determine asset allocation. The creation of a portfolio...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Persa |
| Publicat: |
University of Tehran
2022-08-01
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| Col·lecció: | تحقیقات مالی |
| Matèries: | |
| Accés en línia: | https://jfr.ut.ac.ir/article_88753_72404ebb7fd0b27e4570f7d9a5c770e3.pdf |
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