Generalization bounds for regularized portfolio selection with market side information
Thierry Bazier-Matte and Erick Delage
| Year of publication: |
2020
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|---|---|
| Authors: | Bazier-Matte, Thierry ; Delage, Erick |
| Published in: |
INFOR : information systems and operational research. - Abingdon : Taylor & Francis Group, ISSN 1916-0615, ZDB-ID 1468358-1. - Vol. 58.2020, 2, p. 374-401
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| Subject: | generalization bound | learning theory | Portfolio optimization | utility maximization | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03155986.2020.1730675 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012221412