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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Meng, Xuran, Cao, Yuan, Wang, Weichen
Format:	Preprint
Publié:	2024
Sujets:	Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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