The effect of regularization in portfolio selection problems (Q828760)
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scientific article; zbMATH DE number 7344016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of regularization in portfolio selection problems |
scientific article; zbMATH DE number 7344016 |
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The effect of regularization in portfolio selection problems (English)
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5 May 2021
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portfolio optimization
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regularization
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cross-validation
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risk measures
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sample average approximation
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Markowitz
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