Robustifying Conditional Portfolio Decisions via Optimal Transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nguyen, Viet Anh, Zhang, Fan, Wang, Shanshan, Blanchet, Jose, Delage, Erick, Ye, Yinyu
Format:	Preprint
Published:	2021
Subjects:	Portfolio Management Optimization and Control Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2103.16451