Before revision:  Results are presented for the out-of-sample and the in-sample estimator of the free energy , the relative estimation error, the density of the assets eliminated from the portfolio by the regularizer, and the distribution of the optimal portfolio weights.
After revision:  Results are presented for the out-of-sample and the in-sample estimator of the regularized variance , the relative estimation error, the density of the assets eliminated from the portfolio by the regularizer, and the distribution of the optimal portfolio weights.