The effect of regularization in portfolio selection problems (Q828760)
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scientific article; zbMATH DE number 7344016
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The effect of regularization in portfolio selection problems |
scientific article; zbMATH DE number 7344016 |
Statements
The effect of regularization in portfolio selection problems (English)
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5 May 2021
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portfolio optimization
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regularization
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cross-validation
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risk measures
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sample average approximation
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Markowitz
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0.810883641242981
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0.7956267595291138
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0.7899752855300903
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0.784547746181488
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0.7774952054023743
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