Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice
econ.EM, cs.LG, math.ST, q-fin.MF, stat.ML, stat.TH
Submitted: 2026-10-01
Updated: 2026-10-01
Terminology
Related papers
- SLIM: Stochastic Learning and Inference in Overidentified Models
- High-dimensional censored MIDAS logistic regression for corporate survival forecasting
- Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence
- Can large language models assist choice modelling? Insights into prompting strategies and current models' capabilities
- Causal Inference in Possibly Nonlinear Factor Models
- Mining Causality: AI-Assisted Search for Instrumental Variables