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Guy Kaplanski
ORCID
Publication Activity (10 Years)
Years Active: 2015-2022
Publications (10 Years): 2
Top Topics
Regression Algorithm
Portfolio Selection
Locally Weighted
Top Venues
Manag. Sci.
Eur. J. Oper. Res.
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Publications
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Doron Avramov
,
Guy Kaplanski
,
Avanidhar Subrahmanyam
Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective.
Manag. Sci.
68 (10) (2022)
Moshe Levy
,
Guy Kaplanski
Portfolio selection in a two-regime world.
Eur. J. Oper. Res.
242 (2) (2015)