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"An Empirical Comparison of Cross-Validation Procedures for Portfolio ..."

Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie (2022)

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DOI: 10.1109/CIFER52523.2022.9776132

access: closed

type: Conference or Workshop Paper

metadata version: 2022-06-23

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  dblp key:
  - conf/cifer/PaskaramoorthyZ22
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  - https://dblp.org/rec/conf/cifer/PaskaramoorthyZ22
Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie:
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. CIFEr 2022: 1-10

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