Statistical Learning for Individualized Asset Allocation

DOI10.1080/01621459.2022.2139265arXiv2201.07998OpenAlexW4307566347WikidataQ114898042 ScholiaQ114898042MaRDI QIDQ6154020

Ying-Ying Li, Yi Ding, Rui Song

Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.07998

zbMATH Keywords

penalized regressionhigh-dimensional statistical learningindividualizationcontinuous-action decision-making

Mathematics Subject Classification ID

Statistics (62-XX)

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