Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem
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Publication:5014532
DOI10.1007/978-3-030-76829-4_18zbMath1479.91364MaRDI QIDQ5014532
Publication date: 8 December 2021
Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_18
portfolio selection; statistical learning; generalization bounds; empirical utility; tails of returns
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