Jiayang Yu

Folio Financial, Inc. - Quantitative Research Division

Mclean

United States

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Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach

2019 22th International Conference on Information Fusion (FUSION), Ottawa, ON, Canada, 2019, pp. 1-8.
Number of pages: 8 Posted: 14 Jul 2020
Jiayang Yu
Folio Financial, Inc. - Quantitative Research Division
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Abstract:

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Copula, Simulation based Portfolio Optimization, Mean-CVaR