Optimal Portfolio Uncertainty
A study recommends removing assets before calculating portfolio weights to best mitigate estimation risk in portfolio selection, outperforming other sparse methods.
Featured in No. 56 on 10 Jul 2024 · 5 days after release
- Released
- 5 Jul 2024
- First featured
- No. 56 · 10 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4886000
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