Chendi Ni

University of Waterloo - David R Cheriton School of Computer Science

Waterloo, On N2l 3G1

Canada

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Scholarly Papers (1)

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Optimal Asset Allocation for Outperforming a Stochastic Benchmark Target

Number of pages: 33 Posted: 29 Jun 2020
University of Waterloo - David R Cheriton School of Computer Science, University of Waterloo, University of Waterloo - David R. Cheriton School of Computer Science and Neuberger Berman Breton Hill
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Abstract:

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stochastic benchmark, portfolio allocation, neural network