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"Generalization bounds for regularized portfolio selection with market side ..."

Thierry Bazier-Matte, Erick Delage (2020)

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DOI: 10.1080/03155986.2020.1730675

access: closed

type: Journal Article

metadata version: 2020-06-30

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Thierry Bazier-Matte, Erick Delage:
Generalization bounds for regularized portfolio selection with market side information. INFOR Inf. Syst. Oper. Res. 58(2): 374-401 (2020)

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