A synthetic regression model for large portfolio allocation
Year of publication: |
2022
|
---|---|
Authors: | Li, Gaorong ; Huang, Lei ; Yang, Jin ; Zhang, Wenyang |
Subject: | Leave-one-out | Penalized least-square estimation | Portfolio allocation | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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