Noise fit, estimation error and a Sharpe information criterion (Q5139211): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123656533 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1602.06186 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new look at the statistical model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model Selection and Multimodel Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Realized Risk of High-Dimensional Markowitz Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Markowitz Efficient Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance of Portfolios Optimized with Estimation Error / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4127159 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Inference about Predictive Ability / rank
 
Normal rank

Latest revision as of 03:23, 24 July 2024

scientific article; zbMATH DE number 7282761
Language Label Description Also known as
English
Noise fit, estimation error and a Sharpe information criterion
scientific article; zbMATH DE number 7282761

    Statements

    Noise fit, estimation error and a Sharpe information criterion (English)
    0 references
    0 references
    0 references
    7 December 2020
    0 references
    model selection
    0 references
    Sharpe ratio
    0 references
    Akaike information criterion
    0 references
    noise fit
    0 references
    overfit
    0 references
    estimation error
    0 references
    Sharpe ratio information criterion
    0 references
    AIC
    0 references

    Identifiers