Lest we forget: learn from out-of-sample errors when optimizing portfolios

Pedro Barroso^*, Konark Saxena

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

10 Citations (Scopus)

10 Scopus citations
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2020
Lest we forget: learn from out-of-sample errors when optimizing portfolios
Barroso, P. & Saxena, K., 28 Sept 2020, p. 1-29, 29 p.
Research output: Working paper › Preprint

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