---
title: Optimal Portfolio Choice with Estimation Risk: A Genetic Programming Approach
url: https://www.ml-quant.com/papers/ssrn/4674858/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4674858
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4674858
featured: 2024-01-03
citations: 0
topic: Portfolio & Allocation
---


# Optimal Portfolio Choice with Estimation Risk: A Genetic Programming Approach

A new method using genetic programming to build the best mean-variance portfolio has been suggested, which significantly improves the Sharpe ratio and outperforms other machine learning techniques.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4674858
- Identifier: SSRN 4674858
- Released: 2023-12-24
- First featured: Quant Letter No. 31 (2024-01-03): https://www.ml-quant.com/issues/2024-01-03/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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