Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lu, Yonghe, Yang, Yanrong, Zhang, Terry
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Statistics Theory Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.18830