Relative utility bounds for empirically optimal portfolios
Dmitry B. Rokhlin
| Year of publication: |
2021
|
|---|---|
| Authors: | Rochlin, Dmitri B. |
| Subject: | Portfolio selection | Relative utility | Statistical learning | Empirical utility | Generalization bounds | Portfolio-Management | Theorie | Theory | Nutzen | Utility | Nutzenfunktion | Utility function | Versorgungswirtschaft | Public utilities |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-021-00737-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012589448