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"Investment factor timing: Harvesting the low-risk anomaly using artificial ..."

Philipp A. Dirkx, Thomas L. A. Heil (2022)

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DOI: 10.1016/J.ESWA.2021.116093

access: closed

type: Journal Article

metadata version: 2021-12-15

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Philipp A. Dirkx, Thomas L. A. Heil:
Investment factor timing: Harvesting the low-risk anomaly using artificial neural networks. Expert Syst. Appl. 189: 116093 (2022)

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