Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041)
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scientific article; zbMATH DE number 7856445
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| English | Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem |
scientific article; zbMATH DE number 7856445 |
Statements
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (English)
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30 May 2024
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mean-variance efficient portfolios
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two-fund separation theorem
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machine learning
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robust portfolios
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high-dimensional portfolios
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0.7794690728187561
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0.7412500977516174
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0.7359865307807922
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0.7195606827735901
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