Portfolio management system with reinforcement learning

JH Syu, ME Wu, JM Ho - 2020 IEEE International Conference …, 2020 - ieeexplore.ieee.org
Portfolio management is a critical issue which should be skilled by position sizing and
resource allocation. Traditional and generic portfolio strategies require to forecast the future …

The Impact of Covid-19 on the Performance of Hedge Funds Compared to Mutual Funds in South Africa

TP Muridili, R Sgammini… - … of Economics and …, 2022 - search.proquest.com
Investors are constantly searching for methods to generate value above passive investment
techniques. Therefore, analysing the performance of hedge funds as compared to mutual …

An Empirical Evaluation of the Return and Risk Neutrality of Market Neutral Hedge Funds

L Skogman, S Zettergren - 2017 - gupea.ub.gu.se
Market neutral is a widely-used investment style for hedge funds. By analysing a data set
consisting of 7913 hedge funds, we assess their historical ability to stay neutral towards the …

[CITATION][C] The higher-moment CAPM and multi-factor models: Comparing hedge funds and mutual funds

T Bergermayer