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DING YI [1]
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2022 [1]
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Statistical Learning for Individualized Asset Allocation
Journal article
Ding, Yi, Li, Yingying, Song, Rui. Statistical Learning for Individualized Asset Allocation[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2022, 119(545), 639-649.
Authors:
Ding, Yi
;
Li, Yingying
;
Song, Rui
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Submit date：2023/01/30
Continuous-action Decision-making
High-dimensional Statistical Learning
Individualization
Penalized Regression
