Robust empirical optimization is almost the same as mean-variance optimization (Q2417186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust empirical optimization is almost the same as mean-variance optimization |
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Robust empirical optimization is almost the same as mean-variance optimization (English)
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11 June 2019
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robust empirical optimization
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mean-variance optimization
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data-driven optimization
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\(\phi\)-divergence
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regularization
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bias-variance trade-off
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