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Mehmet Caner

Generalized Linear Models with Structured Sparsity Estimators

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Apr 29, 2021
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Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice

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Feb 05, 2020
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Oracle Inequalities for Convex Loss Functions with Non-Linear Targets

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Dec 12, 2013
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