Further Higher Moments in Portfolio Selection andA PrioriDetection of Bankruptcy, Under Multi-layer Perceptron Neural Networks, Hybrid Neuro-genetic MLPs, and the Voted Perceptron-Reference-Cited by-同舟云学术

Further Higher Moments in Portfolio Selection andA PrioriDetection of Bankruptcy, Under Multi-layer Perceptron Neural Networks, Hybrid Neuro-genetic MLPs, and the Voted Perceptron

Published:2015-09-01 Issue:4 Volume:20 Page:341-361
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Loukeris Nikolaos¹,Eleftheriadis Iordanis¹

Affiliation:

1. Department of Business Administration; University of Macedonia; Egnatias 156 540 06 Thessaloniki Greece

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1521/fullpdf

Reference48 articles.

1. Risk and the required return on equity;Arditti;Joural of Finance,1967

2. Another look at mutual fund preformance;Arditti;Journal of Financial Quantitative analysis,1971

3. The role of securities in the optimal allocation of Risk bearing;Arrow;The Review of Economic Studies,1964

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis;SN Business & Economics;2024-01-20

2. Evolutionary Machine Learning in Finance;Handbook of Evolutionary Machine Learning;2023-11-02

3. The Evolving Returns Integrated System - ERIS;2023 27th International Conference on Circuits, Systems, Communications and Computers (CSCC);2023-07-19

4. Identification of Weak Banks Using Machine Learning Techniques: Evidence from the Indian Banking Sector;Global Business Review;2022-08-25

5. Surrogate Modeling of Nonlinear Dynamic Systems: A Comparative Study;Journal of Computing and Information Science in Engineering;2022-05-17