Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem (Q5014532)
From MaRDI portal
scientific article; zbMATH DE number 7440868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem |
scientific article; zbMATH DE number 7440868 |
Statements
Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem (English)
0 references
8 December 2021
0 references
portfolio selection
0 references
statistical learning
0 references
empirical utility
0 references
generalization bounds
0 references
tails of returns
0 references
0 references
0 references
