@misc{lu2024double,
  title={Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy},
  author={Yonghe Lu and Yanrong Yang and Terry Zhang},
  year={2024},
  eprint={2411.18830},
  archivePrefix={arXiv},
  primaryClass={q-fin.PM},
  url={https://arxiv.org/abs/2411.18830}
}