Yizhi Song

City University of Hong Kong (CityU)

83 Tat Chee Avenue

Kowloon

Hong Kong

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Deep Tangency Portfolios

Number of pages: 55 Posted: 11 Mar 2022 Last Revised: 30 Sep 2023
Guanhao Feng, Liang Jiang, Junye Li and Yizhi Song
City University of Hong Kong (CityU), Fudan University - Fanhai International School of Finance (FISF), Fudan University - School of Management and City University of Hong Kong (CityU)
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Abstract:

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Tangency Portfolios, Deep Learning, Factor Models, Portfolio Optimization, Corporate Bonds.