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Open AccessEditorial

Portfolio Selection via Shrinkage by Cross Validation

by Xiaochun Liu

Journal of Finance and Accounting. 2014, 2(4), 74-81. DOI: 10.12691/jfa-2-4-1
Pub. Date: July 22, 2014Views: 23914 Downloads: 18809Like: 39

cross validation shrinkage targeting portfolio choice shrinkage intensity loss function

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