Relative utility bounds for empirically optimal portfolios (Q2040434)
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scientific article; zbMATH DE number 7371319
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| default for all languages | No label defined |
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| English | Relative utility bounds for empirically optimal portfolios |
scientific article; zbMATH DE number 7371319 |
Statements
Relative utility bounds for empirically optimal portfolios (English)
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14 July 2021
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portfolio selection
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relative utility
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statistical learning
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empirical utility
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generalization bounds
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0.9061514735221864
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0.7959974408149719
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0.7954279780387878
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0.7873824238777161
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