Economic Value of Mean Squared Error
The mean squared error (MSE) is a useful statistical loss function in portfolio selection, even though it is often used in decision problems with different loss functions.
Featured in No. 53 on 12 Jun 2024 · 6 days after release
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- 6 Jun 2024
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- No. 53 · 12 Jun 2024
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- SSRN 4856139
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