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Journals
Economics and Business Review
Volume 9 (2023): Issue 2 (April 2023)
Open Access
How to fly to safety without overpaying for the ticket
Tomasz Kaczmarek
Tomasz Kaczmarek
and
Przemysław Grobelny
Przemysław Grobelny
| Jul 26, 2023
Economics and Business Review
Volume 9 (2023): Issue 2 (April 2023)
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Published Online:
Jul 26, 2023
Page range:
160 - 183
Received:
Mar 15, 2023
Accepted:
Jun 16, 2023
DOI:
https://doi.org/10.18559/ebr.2023.2.738
Keywords
asset allocation strategy
,
target volatility
,
flight-to-safety
,
recurrent neural networks
,
machine learning
© 2023 Tomasz Kaczmarek et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Tomasz Kaczmarek
Department of Investment and Financial Markets, Institute of Finance, Poznań University of Economics and Business
Poznań, Poland
Przemysław Grobelny
Department of Investment and Financial Markets, Institute of Finance, Poznań University of Economics and Business
Poznań, Poland