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Relative utility bounds for empirically optimal portfolios - MaRDI portal

Relative utility bounds for empirically optimal portfolios (Q2040434)

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Relative utility bounds for empirically optimal portfolios
scientific article

    Statements

    title
    Relative utility bounds for empirically optimal portfolios (English)
    0 references
    publication date
    14 July 2021
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    zbMATH Keywords
    portfolio selection
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    relative utility
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    statistical learning
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    empirical utility
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    generalization bounds
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    author
    Dmitry B. Rokhlin
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    cites work
    Q4223058
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    Q5715671
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    Universal Portfolios
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    Q2888931
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    Q3141900
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    Q4626279
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    Q2896159
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    Q2925334
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    Q4261789
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    Identifiers

    zbMATH DE Number
    7371319
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    OpenAlex ID
    W3128526024
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    arXiv ID
    2006.05204
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