The effect of regularization in portfolio selection problems (Q828760)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of regularization in portfolio selection problems |
scientific article |
Statements
The effect of regularization in portfolio selection problems (English)
0 references
5 May 2021
0 references
portfolio optimization
0 references
regularization
0 references
cross-validation
0 references
risk measures
0 references
sample average approximation
0 references
Markowitz
0 references
