{"provider_name":"Hatena Blog","type":"rich","published":"2026-02-23 23:59:00","image_url":null,"width":"100%","blog_title":"himaginary\u2019s diary","author_url":"https://blog.hatena.ne.jp/himaginary/","categories":["\u7d4c\u6e08"],"author_name":"himaginary","provider_url":"https://hatena.blog","blog_url":"https://himaginary.hatenablog.com/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20260223%2Fmachine-learning-meets-markowitz\" title=\"\u6a5f\u68b0\u5b66\u7fd2\u3068\u30de\u30fc\u30b3\u30d3\u30c3\u30c4\u306e\u9082\u9005 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","height":"190","url":"https://himaginary.hatenablog.com/entry/20260223/machine-learning-meets-markowitz","title":"\u6a5f\u68b0\u5b66\u7fd2\u3068\u30de\u30fc\u30b3\u30d3\u30c3\u30c4\u306e\u9082\u9005","version":"1.0","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08H/T Mostly Economics\u3001ungated(SSRN)\u7248\uff09\u3002\u539f\u984c\u306f\u300cMachine Learning Meets Markowitz\u300d\u3067\u3001\u8457\u8005\u306fYijie Wang\uff08\u540c\u6e08\u5927\uff09\u3001Hao Gao\uff08\u6e05\u83ef\u5927\uff09\u3001Campbell R. Harvey\uff08\u30c7\u30e5\u30fc\u30af\u5927\uff09\u3001Yan Liu\uff08\u6e05\u83ef\u5927\uff09\u3001Xinyuan Tao\uff08\u30cb\u30e5\u30fc\u30b8\u30e3\u30fc\u30b8\u30fc\u5de5\u79d1\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 The standard approach to portfolio selection involves two stages: forecast the asset returns and then\u2026"}