Uncertainty Learning for High-dimensional Mean-variance Portfolio

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wu, Ruike, Yang, Yanrong, Shang, Han Lin, Zhu, Huanjun
Format:	Preprint
Published:	2024
Subjects:	Methodology 91G10, 62P05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.16989