Asset allocation under predictability and parameter uncertainty using Lasso (Q2221462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation under predictability and parameter uncertainty using Lasso |
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Asset allocation under predictability and parameter uncertainty using Lasso (English)
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2 February 2021
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LASSO
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cross-validation
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return predictability
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parameter uncertainty
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portfolio selection
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