Generalization bounds for regularized portfolio selection with market side information (Q5882397)
From MaRDI portal
scientific article; zbMATH DE number 7663659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalization bounds for regularized portfolio selection with market side information |
scientific article; zbMATH DE number 7663659 |
Statements
Generalization bounds for regularized portfolio selection with market side information (English)
0 references
15 March 2023
0 references
portfolio optimization
0 references
generalization bound
0 references
utility maximization
0 references
learning theory
0 references
0 references
