Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-scale portfolio allocation under transaction costs and model uncertainty |
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Large-scale portfolio allocation under transaction costs and model uncertainty (English)
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2 September 2019
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portfolio choice
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transaction costs
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model uncertainty
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regularization
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high frequency data
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