"Integration of support vector machines and mean-variance optimization for ..."

David Islip, Roy H. Kwon, Seongmoon Kim (2025)

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DOI: 10.1016/J.EJOR.2024.11.022

access: closed

type: Journal Article

metadata version: 2025-03-07

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David Islip, Roy H. Kwon, Seongmoon Kim:
Integration of support vector machines and mean-variance optimization for capital allocation. Eur. J. Oper. Res. 322(3): 1045-1058 (2025)

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