Relative utility bounds for empirically optimal portfolios (Q2040434)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Relative utility bounds for empirically optimal portfolios
scientific article

    Statements

    Relative utility bounds for empirically optimal portfolios (English)
    0 references
    14 July 2021
    0 references
    portfolio selection
    0 references
    relative utility
    0 references
    statistical learning
    0 references
    empirical utility
    0 references
    generalization bounds
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers