Replication Data for: Barroso and Saxena 'Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios'
<|begin_of_text|><|start_header_id|>system<|end_header_id|> You are a research archivist expert in dataset metadata. Answer the question truthfully.  <|eot_id|><|start_header_id|>user<|end_header_id|> Here is the Description of a dataset. Description:'This has a folder containing the replication package for the Galton method and the respective (non-proprietary part of the) dataset. It contains a 'README' file with instructions on how to run the code and interpret the results' . Please return only a json list of at most 3 Keywords corresponding to the Description:.<|eot_id|><|start_header_id|>assistant<|end_header_id|> {"Answer" : ["Portfolio optimization, Estimation errors, Shrinkage estimators"]} <|eot_id|>
 Here is the Description of a dataset. Description:'This has a folder containing the replication package for the Galton method and the respective (non-proprietary part of the) dataset. It contains a 'README' file with instructions on how to run the code and interpret the results' . Please return only a json list of at most 3 Keywords corresponding to the Description:.
This has a folder containing the replication package for the Galton method and the respective (non-proprietary part of the) dataset. It contains a 'README' file with instructions on how to run the code and interpret the results
Portfolio optimization, Estimation errors, Shrinkage estimators