Generalization bounds for regularized portfolio selection with market side information (Q5882397)
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scientific article; zbMATH DE number 7663659
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| default for all languages | No label defined |
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| English | Generalization bounds for regularized portfolio selection with market side information |
scientific article; zbMATH DE number 7663659 |
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Generalization bounds for regularized portfolio selection with market side information (English)
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15 March 2023
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portfolio optimization
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generalization bound
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utility maximization
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learning theory
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0.88321114
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0.8759786
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0.8654549
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0.86172616
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0.8577385
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0.8556516
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0.8548741
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0.8547442
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