Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Meng, Xuran, Cao, Yuan, Wang, Weichen
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.03954