On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets.

A. Burak Paç Mustafa Ç. Pinar

Published in: Ann. Oper. Res. (2018)

Keyphrases

bayes classifiers
parameter tuning
bayesian classifiers
logistic regression
partial occlusion
data sets
information systems
decision making
case study
text classification
computationally efficient
real time
neural network
robust estimation
investment decisions