Optimal portfolio weights for a gold-and-stock portfolio with random forests for macroeconomic features

Additional Metadata
Keywords	Portfolio allocation; Optimal weights; Rebalancing; Random forests; Macroeconomic Features; Stock index; Gold
Thesis Advisor	Tetereva, A
Persistent URL	hdl.handle.net/2105/67834
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Smilde, A.J.L. (2023, September 13). Optimal portfolio weights for a gold-and-stock portfolio with random forests for macroeconomic features. Econometrie. Retrieved from http://hdl.handle.net/2105/67834

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