Machine Learning and Portfolio Optimization
Published Online:21 Nov 2016https://doi.org/10.1287/mnsc.2016.2644
Supplemental Material
mnsc.2016.2644-sm.pdf (346 KB)
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Volume 64, Issue 3
March 2018
Pages v, 983-1476
Article Information
Supplemental Material
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- Received:June 24, 2013
- Accepted:August 16, 2016
- Published Online:November 21, 2016
Copyright © 2016, INFORMS
Cite as
Gah-Yi Ban, Noureddine El Karoui, Andrew E. B. Lim (2016) Machine Learning and Portfolio Optimization. Management Science 64(3):1136-1154.
https://doi.org/10.1287/mnsc.2016.2644
Keywords
