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