Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sun, Chuting, Wu, Qi, Yan, Xing
Format:	Preprint
Published:	2023
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2301.07318