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Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models

Kynigakis, Iason and Panopoulou, Ekaterini (2022) Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models. Journal of Applied Econometrics, 37 (3). pp. 603-639. DOI https://doi.org/10.1002/jae.2885



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