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On the impact of conditional expectation estimators in portfolio theory.

Sergio OrtobelliNoureddine KouaissahTomás Tichý
Published in: Comput. Manag. Sci. (2017)
Keyphrases
  • conditional expectation
  • portfolio theory
  • generalization error
  • weighted least squares
  • least squares
  • information retrieval
  • learning algorithm
  • decision making
  • lower bound
  • upper bound
  • model selection