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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Zichun Fu

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Open access Jul 2026

An Empirical Study of Robust Portfolios Based on Statistical Noise Reduction and Regularization Constraints

The results suggest that including a covariance noise or normalization term in the traditional expected value and variance-based approach to portfolio management helps reduce the impact of estimation error and market volatility on portfolio performance.

Zichun Fu · 0 citations

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